<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0001355064</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>
      <seriesClassInfo>
        <seriesId>S000052043</seriesId>
        <classId>C000163770</classId>
        <classId>C000163769</classId>
        <classId>C000163771</classId>
      </seriesClassInfo>

    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>MUTUAL FUND SERIES TRUST</regName>
      <regFileNumber>811-21872</regFileNumber>
      <regCik>0001355064</regCik>
      <regLei>5493002ZGLQMLR4QMA96</regLei>
      <regStreet1>C/O GEMINI FUND SERVICES LLC</regStreet1>
      <regStreet2>4221 North 203rd Street, Suite 100</regStreet2>
      <regCity>ELKHORN</regCity>
      <regStateConditional regCountry="US" regState="US-NE"/>
      <regZipOrPostalCode>68022</regZipOrPostalCode>
      <regPhone>631-470-2600</regPhone>
      <seriesName>Catalyst/Millburn Hedge Strategy Fund</seriesName>
      <seriesId>S000052043</seriesId>
      <seriesLei>5493000PE4V447KCC838</seriesLei>
      <repPdEnd>2021-06-30</repPdEnd>
      <repPdDate>2021-06-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>30242205170.80</totAssets>
      <totLiabs>27224734438.11</totLiabs>
      <netAssets>3017470732.69</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>185360587.52000001</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>391601354.77000004</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>AUD</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="202358.28726800" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="20519280.27756800" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>CAD</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="193817.17515900" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="19645308.30493400" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>EUR</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="3003172.42519900" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="287631331.03584400" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>GBP</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="637548.82666500" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="64621952.03881300" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>JPY</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="201476.44832800" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="20421653.68051100" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="-62121.16783700" period30Yr="0.00000000" period3Mon="1533927.44254000" period5Yr="-37409.71500000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="-5891320.89787400" period30Yr="0.00000000" period3Mon="124318185.94746300" period5Yr="-3576088.28750000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
      <creditSprdRiskNonInvstGrade period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000163770" rtn1="5.19000000" rtn2="3.33000000" rtn3="0.45000000"/>
          <monthlyTotReturn classId="C000163769" rtn1="5.28000000" rtn2="3.38000000" rtn3="0.53000000"/>
          <monthlyTotReturn classId="C000163771" rtn1="5.29000000" rtn2="3.40000000" rtn3="0.55000000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <commodityContracts>
            <mon1 netRealizedGain="31372506.09000000" netUnrealizedAppr="9523059.97000000"/>
            <mon2 netRealizedGain="21157278.33000000" netUnrealizedAppr="7460131.91000000"/>
            <mon3 netRealizedGain="36787115.24000000" netUnrealizedAppr="-11944111.12000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="31372506.09000000" netUnrealizedAppr="9523059.97000000"/>
              <instrMon2 netRealizedGain="21157278.33000000" netUnrealizedAppr="7460131.91000000"/>
              <instrMon3 netRealizedGain="36787115.24000000" netUnrealizedAppr="-11944111.12000000"/>
            </futureCategory>
          </commodityContracts>
          <equityContracts>
            <mon1 netRealizedGain="58743263.65000000" netUnrealizedAppr="-8460771.15000000"/>
            <mon2 netRealizedGain="9714213.56000000" netUnrealizedAppr="4261086.37000000"/>
            <mon3 netRealizedGain="5641221.08000000" netUnrealizedAppr="-8274566.73000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="58743263.65000000" netUnrealizedAppr="-8460771.15000000"/>
              <instrMon2 netRealizedGain="9714213.56000000" netUnrealizedAppr="4261086.37000000"/>
              <instrMon3 netRealizedGain="5641221.08000000" netUnrealizedAppr="-8274566.73000000"/>
            </futureCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="-9501330.86000000" netUnrealizedAppr="9908700.18000000"/>
            <mon2 netRealizedGain="2327620.16000000" netUnrealizedAppr="22329927.33000000"/>
            <mon3 netRealizedGain="35602619.67000000" netUnrealizedAppr="-95397474.91000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="-9501330.86000000" netUnrealizedAppr="9908700.18000000"/>
              <instrMon2 netRealizedGain="2327620.16000000" netUnrealizedAppr="22329927.33000000"/>
              <instrMon3 netRealizedGain="35602619.67000000" netUnrealizedAppr="-95397474.91000000"/>
            </forwardCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="-10614969.07000000" netUnrealizedAppr="11811246.56000000"/>
            <mon2 netRealizedGain="13799482.42000000" netUnrealizedAppr="3455098.52000000"/>
            <mon3 netRealizedGain="30082516.89000000" netUnrealizedAppr="18630760.12000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="-10614969.07000000" netUnrealizedAppr="11811246.56000000"/>
              <instrMon2 netRealizedGain="13799482.42000000" netUnrealizedAppr="3455098.52000000"/>
              <instrMon3 netRealizedGain="30082516.89000000" netUnrealizedAppr="18630760.12000000"/>
            </futureCategory>
          </interestRtContracts>
          <otherContracts>
            <mon1 netRealizedGain="-647149.39000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="-788173.36000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="-928978.57000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="-647149.39000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="-788173.36000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="-928978.57000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
          </otherContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="450407.28000000" netUnrealizedAppr="50341831.23000000"/>
        <othMon2 netRealizedGain="26729999.26000000" netUnrealizedAppr="14860898.22000000"/>
        <othMon3 netRealizedGain="282789.92000000" netUnrealizedAppr="7541180.77000000"/>
      </returnInfo>
      <mon1Flow redemption="-61062773.81000000" reinvestment="0.00000000" sales="71552935.59000000"/>
      <mon2Flow redemption="-44325285.53000000" reinvestment="0.00000000" sales="65471471.79000000"/>
      <mon3Flow redemption="-35602908.16000000" reinvestment="0.00000000" sales="109308815.09000000"/>

    </fundInfo>
    <invstOrSecs>
      <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__05818291"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-177.68000000</valUSD>
        <pctVal>-0.00000588837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2076747.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-177.68000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11119.96000000</valUSD>
        <pctVal>-0.00036851923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389697.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11119.96000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831573"/>
        </identifiers>
        <balance>1555097.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5408.31000000</valUSD>
        <pctVal>-0.00017923322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1555097.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>172000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5408.31000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836289"/>
        </identifiers>
        <balance>429803.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158.29000000</valUSD>
        <pctVal>-0.00000524578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429803.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-158.29000000</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__05805762"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3260.26000000</valUSD>
        <pctVal>-0.00010804611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10927927.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3260.26000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805735"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3083.56000000</valUSD>
        <pctVal>-0.00010219022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7935747.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3083.56000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05776472"/>
        </identifiers>
        <balance>2041317.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9275.78000000</valUSD>
        <pctVal>0.000307402484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2041317.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10310000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9275.78000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797771"/>
        </identifiers>
        <balance>10585596.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4159.04000000</valUSD>
        <pctVal>-0.00013783199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10585596.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4159.04000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05805730"/>
        </identifiers>
        <balance>242996472.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1599315.05000000</valUSD>
        <pctVal>-0.05300184133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-242996472.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>223020000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1599315.05000000</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__05836140"/>
        </identifiers>
        <balance>762933.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2927.54000000</valUSD>
        <pctVal>-0.00009701966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-762933.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6540000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2927.54000000</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>6640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>31004.88000000</valUSD>
        <pctVal>0.001027512202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7905384.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>31004.88000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-335.08000000</valUSD>
        <pctVal>-0.00001110466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394991.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-335.08000000</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1155.92000000</valUSD>
        <pctVal>0.000038307579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>558529.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1155.92000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832389"/>
        </identifiers>
        <balance>665152.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1339.49000000</valUSD>
        <pctVal>-0.00004439115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-665152.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1339.49000000</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>102470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982665"/>
        <valUSD>6828.33000000</valUSD>
        <pctVal>0.000226293164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1382452.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>6828.33000000</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__05797788"/>
        </identifiers>
        <balance>13637218.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-5134.82000000</valUSD>
        <pctVal>-0.00017016967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13637218.86000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1340000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5134.82000000</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__05705688"/>
        </identifiers>
        <balance>1425428.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14561.14000000</valUSD>
        <pctVal>0.000482561101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1425428.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14561.14000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3472.50000000</valUSD>
        <pctVal>0.000115079823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>527535.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3472.50000000</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>156000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999999"/>
        <valUSD>1724.36000000</valUSD>
        <pctVal>0.000057145873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-156000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1407256.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1724.36000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05833348"/>
        </identifiers>
        <balance>766948.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4618.52000000</valUSD>
        <pctVal>-0.00015305931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-766948.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6560000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4618.52000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1169.83000000</valUSD>
        <pctVal>0.000038768561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676845.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1169.83000000</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>81130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117007"/>
        <valUSD>1232204.05000000</valUSD>
        <pctVal>0.040835658707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81130000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>57920086.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1232204.05000000</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__05833375"/>
        </identifiers>
        <balance>1085164.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6746.65000000</valUSD>
        <pctVal>-0.00022358626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1085164.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9280000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6746.65000000</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__05756057"/>
        </identifiers>
        <balance>2123810.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-321.83000000</valUSD>
        <pctVal>-0.00001066555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2123810.15000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-321.83000000</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__05776536"/>
        </identifiers>
        <balance>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>10194.92000000</valUSD>
        <pctVal>0.000337863094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>14390584.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10194.92000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812324"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3974.30000000</valUSD>
        <pctVal>-0.00013170964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10110281.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3974.30000000</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__05705736"/>
        </identifiers>
        <balance>9977171.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>7677.77000000</valUSD>
        <pctVal>0.000254443892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9977171.49000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7677.77000000</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>2780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>-1099.35000000</valUSD>
        <pctVal>-0.00003643283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2780000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>729134.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1099.35000000</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>1740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>-365.41000000</valUSD>
        <pctVal>-0.00001210981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1215459.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-365.41000000</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__05788560"/>
        </identifiers>
        <balance>8281918.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>-7609.45000000</valUSD>
        <pctVal>-0.00025217974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8281918.71000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7609.45000000</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>3790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>871.36000000</valUSD>
        <pctVal>0.000028877164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3790000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>2820259.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>871.36000000</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>NATURAL GAS FUTR  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGQ21 COMDTY"/>
        </identifiers>
        <balance>117.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9640.00000000</valUSD>
        <pctVal>-0.00031947285</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-07-28</expDate>
            <notionalAmt>4280140.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9640.00000000</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>1480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4272.50000000</valUSD>
        <pctVal>0.000141592094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1480000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1605397.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4272.50000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05832589"/>
        </identifiers>
        <balance>3223.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.52000000</valUSD>
        <pctVal>-0.00000005037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3223.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>240000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1.52000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-204.40000000</valUSD>
        <pctVal>-0.00000677388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>509883.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-204.40000000</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__05776553"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9189.73000000</valUSD>
        <pctVal>0.000304550758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10324283.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9189.73000000</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__05835843"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-1719.36000000</valUSD>
        <pctVal>-0.00005698017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6623352.45000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1719.36000000</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>1580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-942.57000000</valUSD>
        <pctVal>-0.00003123708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>1708366.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-942.57000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1093.55000000</valUSD>
        <pctVal>-0.00003624061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382471.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1093.55000000</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__05805760"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2741.32000000</valUSD>
        <pctVal>-0.00009084827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11642463.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2741.32000000</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__05749146"/>
        </identifiers>
        <balance>6761479.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>4114.03000000</valUSD>
        <pctVal>0.000136340344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6761479.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4114.03000000</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>81470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>2018098.84000000</valUSD>
        <pctVal>0.066880477684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81470000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>63187708.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2018098.84000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736832"/>
        </identifiers>
        <balance>395885.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6049.31000000</valUSD>
        <pctVal>-0.00020047617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395885.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6049.31000000</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>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-517.16000000</valUSD>
        <pctVal>-0.00001713885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1838613.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-517.16000000</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>1340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6766.78000000</valUSD>
        <pctVal>0.000224253376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1857910.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6766.78000000</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>73000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000024"/>
        <valUSD>2797.02000000</valUSD>
        <pctVal>0.000092694188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>660513.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2797.02000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05685111"/>
        </identifiers>
        <balance>2132104.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34301.01000000</valUSD>
        <pctVal>-0.00113674706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2132104.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2820000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-34301.01000000</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__05765664"/>
        </identifiers>
        <balance>11408393.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>2861.63000000</valUSD>
        <pctVal>0.000094835385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11408393.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2861.63000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836251"/>
        </identifiers>
        <balance>690632.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2004.85000000</valUSD>
        <pctVal>0.000066441406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690632.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9890000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2004.85000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-700.08000000</valUSD>
        <pctVal>-0.00002320088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381977.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-700.08000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835570"/>
        </identifiers>
        <balance>814405.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3522.08000000</valUSD>
        <pctVal>-0.00011672292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-814405.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>90000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3522.08000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05698002"/>
        </identifiers>
        <balance>8031432.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-198150.91000000</valUSD>
        <pctVal>-0.00656678813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8031432.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5670000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-198150.91000000</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>19830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429839"/>
        <valUSD>421.25000000</valUSD>
        <pctVal>0.000013960367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19830000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>271085.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>421.25000000</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>131000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000022"/>
        <valUSD>393.60000000</valUSD>
        <pctVal>0.000013044037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1180680.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>393.60000000</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>112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27583420"/>
        <valUSD>-306.33000000</valUSD>
        <pctVal>-0.00001015187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>99136.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-306.33000000</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__05835558"/>
        </identifiers>
        <balance>696750.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2994.42000000</valUSD>
        <pctVal>-0.00009923609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-696750.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2994.42000000</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>10214000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203848"/>
        <valUSD>244959.65000000</valUSD>
        <pctVal>0.008118045598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10214000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>92286163.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>244959.65000000</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>2168860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-3909957.15000000</valUSD>
        <pctVal>-0.12957730153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2168860000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>104762469.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3909957.15000000</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__05736786"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3901.23000000</valUSD>
        <pctVal>-0.00012928808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8183495.61000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3901.23000000</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__05788556"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3128.88000000</valUSD>
        <pctVal>0.000103692140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8397523.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3128.88000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835789"/>
        </identifiers>
        <balance>593232.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>705.51000000</valUSD>
        <pctVal>0.000023380839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-593232.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>705.51000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805778"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2541.32000000</valUSD>
        <pctVal>-0.00008422020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6876369.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2541.32000000</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>227530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>588774.84000000</valUSD>
        <pctVal>0.019512197206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-227530000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>16484953.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>588774.84000000</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>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4099.85000000</valUSD>
        <pctVal>0.000135870414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1259035.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4099.85000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>462.00000000</valUSD>
        <pctVal>0.000015310836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>489587.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>462.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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"/>
        </identifiers>
        <balance>737958.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58475791.92000000</valUSD>
        <pctVal>1.937907509308</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11374.63000000</valUSD>
        <pctVal>-0.00037695908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389442.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11374.63000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685040"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2666.25000000</valUSD>
        <pctVal>-0.00008836042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6976743.87000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2666.25000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4650.67000000</valUSD>
        <pctVal>0.000154124775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376673.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4650.67000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3173.59000000</valUSD>
        <pctVal>0.000105173845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>821445.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3173.59000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736837"/>
        </identifiers>
        <balance>397517.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6308.87000000</valUSD>
        <pctVal>-0.00020907808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397517.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6308.87000000</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__05832557"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1720.42000000</valUSD>
        <pctVal>-0.00005701530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7031844.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1720.42000000</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__05797799"/>
        </identifiers>
        <balance>6923572.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-2979.11000000</valUSD>
        <pctVal>-0.00009872871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6923572.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2979.11000000</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__05797830"/>
        </identifiers>
        <balance>66216067.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-121125.71000000</valUSD>
        <pctVal>-0.00401414697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66216067.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>251600000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-121125.71000000</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__05684984"/>
        </identifiers>
        <balance>14240535.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>5896.48000000</valUSD>
        <pctVal>0.000195411340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14240535.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5896.48000000</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>739690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-56630.62000000</valUSD>
        <pctVal>-0.00187675788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-739690000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>37006115.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-56630.62000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05797824"/>
        </identifiers>
        <balance>259194775.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2299058.05000000</valUSD>
        <pctVal>-0.07619156086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-259194775.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>185950000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2299058.05000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLU1 COMDTY"/>
        </identifiers>
        <balance>541.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226220.00000000</valUSD>
        <pctVal>0.007497007263</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-20</expDate>
            <notionalAmt>39142350.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>226220.00000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835941"/>
        </identifiers>
        <balance>6799258.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2538.50000000</valUSD>
        <pctVal>0.000084126748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6799258.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9060000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2538.50000000</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>285000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198309"/>
        <valUSD>4256.94000000</valUSD>
        <pctVal>0.000141076430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-285000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>395465.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4256.94000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>28.28000000</valUSD>
        <pctVal>0.000000937208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>980857.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>28.28000000</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>7800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>2906.80000000</valUSD>
        <pctVal>0.000096332334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7800000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>914958.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2906.80000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736824"/>
        </identifiers>
        <balance>395791.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5955.51000000</valUSD>
        <pctVal>-0.00019736761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395791.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5955.51000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-652.15000000</valUSD>
        <pctVal>-0.00002161247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382912.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-652.15000000</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>131286.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6384438.18000000</valUSD>
        <pctVal>0.211582439253</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>10150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050005"/>
        <valUSD>2391.80000000</valUSD>
        <pctVal>0.000079265060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10150000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>512173.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2391.80000000</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 Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BRBMEFIBV301"/>
        </identifiers>
        <balance>-875.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.01785000"/>
        <valUSD>-9730.27000000</valUSD>
        <pctVal>-0.00032246443</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>2021-08-18</expDate>
            <notionalAmt>-22180500.60000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-9730.27000000</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>1450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>7466.64000000</valUSD>
        <pctVal>0.000247446973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1727022.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7466.64000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831861"/>
        </identifiers>
        <balance>695975.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2219.80000000</valUSD>
        <pctVal>-0.00007356492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-695975.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2219.80000000</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__05711664"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7200.73000000</valUSD>
        <pctVal>-0.00023863462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8662496.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7200.73000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836183"/>
        </identifiers>
        <balance>667196.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3035.57000000</valUSD>
        <pctVal>-0.00010059981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667196.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5680000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3035.57000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836021"/>
        </identifiers>
        <balance>993297.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-993297.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>0.00000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836245"/>
        </identifiers>
        <balance>724323.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>530.10000000</valUSD>
        <pctVal>0.000017567693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-724323.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10350000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>530.10000000</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__05765649"/>
        </identifiers>
        <balance>4188994.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-8970.45000000</valUSD>
        <pctVal>-0.00029728374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4188994.60000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8970.45000000</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__05717547"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7824.13000000</valUSD>
        <pctVal>-0.00025929431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2273446.89000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7824.13000000</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>11130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-25459.94000000</valUSD>
        <pctVal>-0.00084375101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11130000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2188225.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-25459.94000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825904"/>
        </identifiers>
        <balance>1136186.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1669.08000000</valUSD>
        <pctVal>-0.00005531387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1136186.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84510000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1669.08000000</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__05836120"/>
        </identifiers>
        <balance>707808.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2421.55000000</valUSD>
        <pctVal>-0.00008025098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-707808.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6070000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2421.55000000</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__05765682"/>
        </identifiers>
        <balance>11175542.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-1970.93000000</valUSD>
        <pctVal>-0.00006531728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11175542.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1970.93000000</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>418000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577676"/>
        <valUSD>4896.48000000</valUSD>
        <pctVal>0.000162271002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376031.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4896.48000000</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__05776551"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>10955.54000000</valUSD>
        <pctVal>0.000363070298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12165349.77000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10955.54000000</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__05749105"/>
        </identifiers>
        <balance>7673431.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>9842.27000000</valUSD>
        <pctVal>0.000326176154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7673431.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9842.27000000</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>6290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214997"/>
        <valUSD>1936.65000000</valUSD>
        <pctVal>0.000064181235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6290000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>737424.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1936.65000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831903"/>
        </identifiers>
        <balance>732097.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2302.02000000</valUSD>
        <pctVal>-0.00007628972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732097.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2302.02000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831921"/>
        </identifiers>
        <balance>1067921.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4762.78000000</valUSD>
        <pctVal>-0.00015784013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1067921.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>118000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4762.78000000</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>131000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199645"/>
        <valUSD>-5672.04000000</valUSD>
        <pctVal>-0.00018797332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>174146.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5672.04000000</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>229000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000007"/>
        <valUSD>1264.86000000</valUSD>
        <pctVal>0.000041917887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-229000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2064513.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1264.86000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836038"/>
        </identifiers>
        <balance>1500508.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1551.03000000</valUSD>
        <pctVal>0.000051401658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1500508.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1860000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1551.03000000</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>3290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519989"/>
        <valUSD>1312.05000000</valUSD>
        <pctVal>0.000043481780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3290000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>383639.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1312.05000000</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__05711604"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6315.34000000</valUSD>
        <pctVal>-0.00020929250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6844099.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6315.34000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812382"/>
        </identifiers>
        <balance>394165.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-212.09000000</valUSD>
        <pctVal>-0.00000702873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394165.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-212.09000000</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>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1142.15000000</valUSD>
        <pctVal>0.000037851237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1360000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1022162.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1142.15000000</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__05711655"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6086.76000000</valUSD>
        <pctVal>-0.00020171728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7454709.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6086.76000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831732"/>
        </identifiers>
        <balance>1248021.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4666.45000000</valUSD>
        <pctVal>-0.00015464773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1248021.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4666.45000000</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__05697962"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3011.54000000</valUSD>
        <pctVal>-0.00009980345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7425964.42000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3011.54000000</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>4260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>59458.54000000</valUSD>
        <pctVal>0.001970476112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4260000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>3499632.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>59458.54000000</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>156000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580516"/>
        <valUSD>-495.70000000</valUSD>
        <pctVal>-0.00001642766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-156000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>138013.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-495.70000000</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>90000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000047"/>
        <valUSD>3522.08000000</valUSD>
        <pctVal>0.000116722921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>814405.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3522.08000000</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>157700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429737"/>
        <valUSD>11252.09000000</valUSD>
        <pctVal>0.000372898065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-157700000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2163732.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11252.09000000</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="CHF" exchangeRt="0.92435001"/>
        <valUSD>2674.94000000</valUSD>
        <pctVal>0.000088648415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>716690.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2674.94000000</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  Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQR63"/>
        </identifiers>
        <balance>187.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>462470.00000000</valUSD>
        <pctVal>0.015326412116</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-30</expDate>
            <notionalAmt>13197880.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>462470.00000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>897.78000000</valUSD>
        <pctVal>0.000029752732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1009356.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>897.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805810"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1831.84000000</valUSD>
        <pctVal>-0.00006070779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7389649.11000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1831.84000000</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>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>684.77000000</valUSD>
        <pctVal>0.000022693509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1056136.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>684.77000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756098"/>
        </identifiers>
        <balance>338279.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2660.15000000</valUSD>
        <pctVal>-0.00008815827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-338279.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>378000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2660.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05765666"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3725.88000000</valUSD>
        <pctVal>-0.00012347692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10278072.09000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3725.88000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818337"/>
        </identifiers>
        <balance>396286.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>412.33000000</valUSD>
        <pctVal>0.000013664755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396286.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>412.33000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48984800"/>
        <valUSD>193.12000000</valUSD>
        <pctVal>0.000006400062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>INR</curSold>
            <amtCurPur>14691.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>193.12000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>336.00000000</valUSD>
        <pctVal>0.000011135153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>489461.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>336.00000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836265"/>
        </identifiers>
        <balance>430401.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-755.53000000</valUSD>
        <pctVal>-0.00002503851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430401.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-755.53000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685063"/>
        </identifiers>
        <balance>1480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7902.40000000</valUSD>
        <pctVal>-0.00026188820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14945939.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7902.40000000</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>16620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050003"/>
        <valUSD>3697.27000000</valUSD>
        <pctVal>0.000122528777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16620000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>838432.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3697.27000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835568"/>
        </identifiers>
        <balance>2207465.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9069.33000000</valUSD>
        <pctVal>-0.00030056066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2207465.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>244000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-9069.33000000</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__05705725"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-12812.48000000</valUSD>
        <pctVal>-0.00042460991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7239553.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12812.48000000</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__05788582"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4715.36000000</valUSD>
        <pctVal>0.000156268624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7039860.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4715.36000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3299.88000000</valUSD>
        <pctVal>0.000109359138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1039387.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3299.88000000</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>180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48974525"/>
        <valUSD>38.96000000</valUSD>
        <pctVal>0.000001291147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-180000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>2455.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>38.96000000</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>4650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>17343.74000000</valUSD>
        <pctVal>0.000574777405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4650000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>6441087.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>17343.74000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717536"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7269.97000000</valUSD>
        <pctVal>-0.00024092926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2230395.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7269.97000000</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>126000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580903"/>
        <valUSD>839.31000000</valUSD>
        <pctVal>0.000027815017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-126000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>112712.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>839.31000000</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__05831594"/>
        </identifiers>
        <balance>1574603.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6894.83000000</valUSD>
        <pctVal>-0.00022849699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1574603.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>174000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6894.83000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729578"/>
        </identifiers>
        <balance>381045.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5471.63000000</valUSD>
        <pctVal>-0.00018133166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381045.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5471.63000000</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>3220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1579.70000000</valUSD>
        <pctVal>-0.00005235179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3220000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3817020.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1579.70000000</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>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999993"/>
        <valUSD>-1425.50000000</valUSD>
        <pctVal>-0.00004724155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3296168.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1425.50000000</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>Low Su Gasoil G   Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K81N49"/>
        </identifiers>
        <balance>41.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19475.00000000</valUSD>
        <pctVal>-0.00064540808</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-12</expDate>
            <notionalAmt>2480500.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-19475.00000000</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>8580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>2387.07000000</valUSD>
        <pctVal>0.000079108306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8580000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1005643.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2387.07000000</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>714000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199537"/>
        <valUSD>3011.97000000</valUSD>
        <pctVal>0.000099817703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-714000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>983091.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3011.97000000</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>418000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577676"/>
        <valUSD>5174.41000000</valUSD>
        <pctVal>0.000171481696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376309.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5174.41000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05812274"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1200.68000000</valUSD>
        <pctVal>0.000039790941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2127155.61000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1200.68000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05692012"/>
        </identifiers>
        <balance>49269130.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1080620.49000000</valUSD>
        <pctVal>-0.03581212829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49269130.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44520000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1080620.49000000</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__05797765"/>
        </identifiers>
        <balance>9928376.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-3087.74000000</valUSD>
        <pctVal>-0.00010232874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9928376.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3087.74000000</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>348150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.27875000"/>
        <valUSD>-57325.62000000</valUSD>
        <pctVal>-0.00189979042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-348150000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>24325060.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-57325.62000000</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__05776507"/>
        </identifiers>
        <balance>6889156.41000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-5783.44000000</valUSD>
        <pctVal>-0.00019166515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6889156.41000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5783.44000000</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>304000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000017"/>
        <valUSD>839.30000000</valUSD>
        <pctVal>0.000027814685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-304000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2739824.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>839.30000000</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__05812363"/>
        </identifiers>
        <balance>2365231.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24554.41000000</valUSD>
        <pctVal>-0.00081374144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2365231.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20140000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-24554.41000000</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>174390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429721"/>
        <valUSD>10933.73000000</valUSD>
        <pctVal>0.000362347507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-174390000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2391219.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10933.73000000</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__05836139"/>
        </identifiers>
        <balance>769152.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3336.64000000</valUSD>
        <pctVal>-0.00011057737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-769152.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6590000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3336.64000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>873.30000000</valUSD>
        <pctVal>0.000028941457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>496985.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>873.30000000</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>87000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000018"/>
        <valUSD>3711.12000000</valUSD>
        <pctVal>0.000122987771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>787565.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3711.12000000</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>27250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>871289.71000000</valUSD>
        <pctVal>0.028874835489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27250000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33200220.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>871289.71000000</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__05788542"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6452.86000000</valUSD>
        <pctVal>0.000213849961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10263573.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6452.86000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05736733"/>
        </identifiers>
        <balance>45814032.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1200085.96000000</valUSD>
        <pctVal>-0.03977125434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45814032.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59420000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1200085.96000000</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="EUR" exchangeRt="0.84324100"/>
        <valUSD>1867.41000000</valUSD>
        <pctVal>0.000061886598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>784561.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1867.41000000</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>4090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699999"/>
        <valUSD>-1580.82000000</valUSD>
        <pctVal>-0.00005238890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4090000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1072755.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1580.82000000</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>10640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520003"/>
        <valUSD>-2994.36000000</valUSD>
        <pctVal>-0.00009923410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10640000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1233467.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2994.36000000</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__05805773"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1989.55000000</valUSD>
        <pctVal>-0.00006593435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7591185.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1989.55000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05776476"/>
        </identifiers>
        <balance>2335405.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31428.56000000</valUSD>
        <pctVal>0.001041553101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2335405.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11900000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>31428.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05697988"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2888.21000000</valUSD>
        <pctVal>-0.00009571625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6873403.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2888.21000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736820"/>
        </identifiers>
        <balance>396036.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4828.46000000</valUSD>
        <pctVal>-0.00016001679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396036.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4828.46000000</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  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLQ1 COMDTY"/>
        </identifiers>
        <balance>1317.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1107740.00000000</valUSD>
        <pctVal>0.036710878021</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-07-20</expDate>
            <notionalAmt>95652250.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1107740.00000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05812365"/>
        </identifiers>
        <balance>14807428.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46399.78000000</valUSD>
        <pctVal>-0.00153770439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14807428.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56190000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-46399.78000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05825862"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-804.70000000</valUSD>
        <pctVal>-0.00002666802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2209844.63000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-804.70000000</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>593000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199509"/>
        <valUSD>-22392.50000000</valUSD>
        <pctVal>-0.00074209501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-593000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>791595.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-22392.50000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833687"/>
        </identifiers>
        <balance>735083.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3075.98000000</valUSD>
        <pctVal>0.000101939016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-735083.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10540000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3075.98000000</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__05685085"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3723.65000000</valUSD>
        <pctVal>-0.00012340301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6764817.14000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3723.65000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835564"/>
        </identifiers>
        <balance>949513.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3481.87000000</valUSD>
        <pctVal>-0.00011539034</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-949513.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3481.87000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736835"/>
        </identifiers>
        <balance>395907.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6071.38000000</valUSD>
        <pctVal>-0.00020120758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395907.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6071.38000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832266"/>
        </identifiers>
        <balance>683500.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5713.29000000</valUSD>
        <pctVal>-0.00018934036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-683500.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5713.29000000</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__05831687"/>
        </identifiers>
        <balance>1411458.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5926.12000000</valUSD>
        <pctVal>-0.00019639361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1411458.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>156000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5926.12000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835825"/>
        </identifiers>
        <balance>524032.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30.00000000</valUSD>
        <pctVal>0.000000994210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-524032.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>30.00000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736800"/>
        </identifiers>
        <balance>381822.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3584.31000000</valUSD>
        <pctVal>-0.00011878524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381822.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>426000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3584.31000000</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__05765690"/>
        </identifiers>
        <balance>7330856.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-3156.12000000</valUSD>
        <pctVal>-0.00010459488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7330856.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3156.12000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05818288"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1330.01000000</valUSD>
        <pctVal>-0.00004407698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2207844.94000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1330.01000000</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__05729575"/>
        </identifiers>
        <balance>120714.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1738.01000000</valUSD>
        <pctVal>-0.00005759823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-120714.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1738.01000000</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__05812288"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3636.07000000</valUSD>
        <pctVal>-0.00012050058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7522671.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3636.07000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>162.02000000</valUSD>
        <pctVal>0.000005369397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>872325.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>162.02000000</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__05836124"/>
        </identifiers>
        <balance>704729.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2828.68000000</valUSD>
        <pctVal>-0.00009374341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-704729.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6040000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2828.68000000</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>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2843.70000000</valUSD>
        <pctVal>0.000094241179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1528239.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2843.70000000</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>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3370.26000000</valUSD>
        <pctVal>0.000111691555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1219046.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3370.26000000</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__05705739"/>
        </identifiers>
        <balance>12485139.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>10963.83000000</valUSD>
        <pctVal>0.000363345032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12485139.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1240000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10963.83000000</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__05724052"/>
        </identifiers>
        <balance>1744714.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>4355.29000000</valUSD>
        <pctVal>0.000144335782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1744714.92000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4355.29000000</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__05711598"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7379.47000000</valUSD>
        <pctVal>-0.00024455813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8052312.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7379.47000000</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__05736822"/>
        </identifiers>
        <balance>87847.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1370.09000000</valUSD>
        <pctVal>-0.00004540524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87847.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1370.09000000</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__05711665"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7390.92000000</valUSD>
        <pctVal>-0.00024493758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8965197.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7390.92000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678985"/>
        </identifiers>
        <balance>361090.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4198.69000000</valUSD>
        <pctVal>-0.00013914600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-361090.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>260000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4198.69000000</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>1710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1334.81000000</valUSD>
        <pctVal>-0.00004423605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2026555.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1334.81000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776544"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8096.87000000</valUSD>
        <pctVal>0.000268333008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10517824.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8096.87000000</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>864000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578596"/>
        <valUSD>-2519.48000000</valUSD>
        <pctVal>-0.00008349641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-864000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>764610.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2519.48000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788585"/>
        </identifiers>
        <balance>8354657.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-4252.53000000</valUSD>
        <pctVal>-0.00014093028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8354657.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4252.53000000</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__05765689"/>
        </identifiers>
        <balance>7334682.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-3603.59000000</valUSD>
        <pctVal>-0.00011942419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7334682.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3603.59000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-621.11000000</valUSD>
        <pctVal>-0.00002058379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>952579.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-621.11000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05711675"/>
        </identifiers>
        <balance>71219411.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1673132.99000000</valUSD>
        <pctVal>-0.05544819281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71219411.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50340000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1673132.99000000</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__05797820"/>
        </identifiers>
        <balance>7522393.78000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-1828.97000000</valUSD>
        <pctVal>-0.00006061268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7522393.78000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1828.97000000</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__05805757"/>
        </identifiers>
        <balance>12448367.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>3400.54000000</valUSD>
        <pctVal>0.000112695044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12448367.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3400.54000000</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>8250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>97195.31000000</valUSD>
        <pctVal>0.003221085425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>6234385.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>97195.31000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05736787"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3521.73000000</valUSD>
        <pctVal>-0.00011671132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7375199.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3521.73000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788593"/>
        </identifiers>
        <balance>405518.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2907.14000000</valUSD>
        <pctVal>0.000096343602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405518.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2907.14000000</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__05749145"/>
        </identifiers>
        <balance>8778171.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>5536.24000000</valUSD>
        <pctVal>0.000183472864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8778171.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5536.24000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05692026"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2859.49000000</valUSD>
        <pctVal>-0.00009476446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7583747.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2859.49000000</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__05831915"/>
        </identifiers>
        <balance>723988.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3202.79000000</valUSD>
        <pctVal>-0.00010614154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723988.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3202.79000000</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__05776569"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6940.88000000</valUSD>
        <pctVal>0.000230023109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7058890.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6940.88000000</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__05711630"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6339.66000000</valUSD>
        <pctVal>-0.00021009847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9278514.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6339.66000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836184"/>
        </identifiers>
        <balance>718698.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3089.20000000</valUSD>
        <pctVal>-0.00010237713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-718698.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6120000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3089.20000000</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>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1721.76000000</valUSD>
        <pctVal>0.000057059708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>487941.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1721.76000000</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__05805755"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1305.13000000</valUSD>
        <pctVal>-0.00004325244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7495595.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1305.13000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835567"/>
        </identifiers>
        <balance>922851.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3849.72000000</valUSD>
        <pctVal>-0.00012758102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-922851.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>102000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3849.72000000</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>389000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199104"/>
        <valUSD>-14709.97000000</valUSD>
        <pctVal>-0.00048749337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>519255.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14709.97000000</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>5540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520005"/>
        <valUSD>2259.84000000</valUSD>
        <pctVal>0.000074891861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5540000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>646056.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2259.84000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1718.85000000</valUSD>
        <pctVal>0.000056963269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1245024.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1718.85000000</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__05705733"/>
        </identifiers>
        <balance>11582931.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>9703.66000000</valUSD>
        <pctVal>0.000321582572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11582931.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9703.66000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776531"/>
        </identifiers>
        <balance>2190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>14734.11000000</valUSD>
        <pctVal>0.000488293385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2190000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>22341922.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14734.11000000</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>427930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>1586473.96000000</valUSD>
        <pctVal>0.052576283269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-427930000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>31483419.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1586473.96000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736796"/>
        </identifiers>
        <balance>381976.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3739.06000000</valUSD>
        <pctVal>-0.00012391371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381976.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>426000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3739.06000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-817.51000000</valUSD>
        <pctVal>-0.00002709255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381859.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-817.51000000</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__05717543"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7849.80000000</valUSD>
        <pctVal>-0.00026014502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2183026.44000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7849.80000000</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>162470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429723"/>
        <valUSD>10281.08000000</valUSD>
        <pctVal>0.000340718466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-162470000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2227868.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10281.08000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776534"/>
        </identifiers>
        <balance>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9209.79000000</valUSD>
        <pctVal>0.000305215553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12048980.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9209.79000000</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__05776492"/>
        </identifiers>
        <balance>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2030.53000000</valUSD>
        <pctVal>-0.00006729245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14171718.59000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2030.53000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818341"/>
        </identifiers>
        <balance>254585.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>729.68000000</valUSD>
        <pctVal>0.000024181841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-254585.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>186000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>729.68000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1127.87000000</valUSD>
        <pctVal>0.000037377993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1106288.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1127.87000000</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__05836076"/>
        </identifiers>
        <balance>768922.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-815.21000000</valUSD>
        <pctVal>-0.00002701633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-768922.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-815.21000000</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__05805833"/>
        </identifiers>
        <balance>39584629.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-450926.99000000</valUSD>
        <pctVal>-0.01494387286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39584629.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>336720000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-450926.99000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05729562"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6924.49000000</valUSD>
        <pctVal>-0.00022947993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8056202.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6924.49000000</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__05776573"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8084.58000000</valUSD>
        <pctVal>0.000267925713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7880210.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8084.58000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818306"/>
        </identifiers>
        <balance>362944.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1086.70000000</valUSD>
        <pctVal>0.000036013605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-362944.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>410000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1086.70000000</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>58450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1422856.19000000</valUSD>
        <pctVal>0.047153935068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58450000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>70766928.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1422856.19000000</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>279000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999985"/>
        <valUSD>-1109.28000000</valUSD>
        <pctVal>-0.00003676191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-279000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2512630.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1109.28000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831855"/>
        </identifiers>
        <balance>325444.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1090.77000000</valUSD>
        <pctVal>-0.00003614848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-325444.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1090.77000000</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>6280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>455.36000000</valUSD>
        <pctVal>0.000015090784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6280000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>734773.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>455.36000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2926.01000000</valUSD>
        <pctVal>0.000096968960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382939.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2926.01000000</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__05832545"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>53.62000000</valUSD>
        <pctVal>0.000001776984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8578986.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>53.62000000</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>6630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-1778.33000000</valUSD>
        <pctVal>-0.00005893445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6630000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1739912.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1778.33000000</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__05776466"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4182.44000000</valUSD>
        <pctVal>0.000138607475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2138506.11000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4182.44000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4388.58000000</valUSD>
        <pctVal>0.000145439024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>945590.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4388.58000000</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__05776513"/>
        </identifiers>
        <balance>7413575.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>-7412.43000000</valUSD>
        <pctVal>-0.00024565043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7413575.33000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7412.43000000</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__05765691"/>
        </identifiers>
        <balance>8866458.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-4789.10000000</valUSD>
        <pctVal>-0.00015871239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8866458.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4789.10000000</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>18140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050000"/>
        <valUSD>5373.37000000</valUSD>
        <pctVal>0.000178075298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18140000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>916450.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5373.37000000</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__05831588"/>
        </identifiers>
        <balance>868628.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3686.13000000</valUSD>
        <pctVal>-0.00012215959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-868628.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3686.13000000</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="0.72387700"/>
        <valUSD>-1134.80000000</valUSD>
        <pctVal>-0.00003760765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1684234.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1134.80000000</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__05797821"/>
        </identifiers>
        <balance>10063179.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-2380.99000000</valUSD>
        <pctVal>-0.00007890681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10063179.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2380.99000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2963.70000000</valUSD>
        <pctVal>0.000098218019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382977.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2963.70000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818334"/>
        </identifiers>
        <balance>141097.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>286.26000000</valUSD>
        <pctVal>0.000009486753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-141097.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>286.26000000</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>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>930.41000000</valUSD>
        <pctVal>0.000030834101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>744173.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>930.41000000</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>130000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>1435.58000000</valUSD>
        <pctVal>0.000047575606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>116860.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1435.58000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05825897"/>
        </identifiers>
        <balance>2383175.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2690.00000000</valUSD>
        <pctVal>-0.00008914750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2383175.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3200000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2690.00000000</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>228295.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8508554.65000000</valUSD>
        <pctVal>0.281976377030</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-582.20000000</valUSD>
        <pctVal>-0.00001929430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>495530.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-582.20000000</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>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999998"/>
        <valUSD>1888.35000000</valUSD>
        <pctVal>0.000062580557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>767723.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1888.35000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831705"/>
        </identifiers>
        <balance>7302440.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31515.17000000</valUSD>
        <pctVal>-0.00104442338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7302440.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>807000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-31515.17000000</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>4120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>4035.17000000</valUSD>
        <pctVal>0.000133726897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4120000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4889945.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4035.17000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832766"/>
        </identifiers>
        <balance>849952.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1604.39000000</valUSD>
        <pctVal>-0.00005317002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849952.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1604.39000000</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__05685005"/>
        </identifiers>
        <balance>7304999.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>5206.34000000</valUSD>
        <pctVal>0.000172539867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7304999.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5206.34000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776460"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4253.81000000</valUSD>
        <pctVal>0.000140972701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2093616.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4253.81000000</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>4300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>1885.45000000</valUSD>
        <pctVal>0.000062484450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4300000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>504682.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1885.45000000</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__05705704"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-18419.68000000</valUSD>
        <pctVal>-0.00061043442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12295332.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-18419.68000000</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__05836200"/>
        </identifiers>
        <balance>2040290.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11561.12000000</valUSD>
        <pctVal>-0.00038313942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2040290.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-11561.12000000</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__05831858"/>
        </identifiers>
        <balance>994476.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3395.86000000</valUSD>
        <pctVal>-0.00011253994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-994476.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3395.86000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685149"/>
        </identifiers>
        <balance>392615.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4152.44000000</valUSD>
        <pctVal>-0.00013761326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392615.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4152.44000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729576"/>
        </identifiers>
        <balance>381958.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5496.96000000</valUSD>
        <pctVal>-0.00018217111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381958.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5496.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05736719"/>
        </identifiers>
        <balance>2117556.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>1320.91000000</valUSD>
        <pctVal>0.000043775403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2117556.80000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1320.91000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776467"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4863.00000000</valUSD>
        <pctVal>0.000161161463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2141096.75000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4863.00000000</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>110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426325"/>
        <valUSD>1403.55000000</valUSD>
        <pctVal>0.000046514121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-110000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>83232.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1403.55000000</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__05724090"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6377.63000000</valUSD>
        <pctVal>-0.00021135681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6945009.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6377.63000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05692074"/>
        </identifiers>
        <balance>1107212.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13677.11000000</valUSD>
        <pctVal>-0.00045326404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1107212.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1470000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13677.11000000</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>17730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>12536.30000000</valUSD>
        <pctVal>0.000415457219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>13324641.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12536.30000000</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__05836175"/>
        </identifiers>
        <balance>986102.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3893.84000000</valUSD>
        <pctVal>-0.00012904317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-986102.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8400000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3893.84000000</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>6600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>1983.12000000</valUSD>
        <pctVal>0.000065721267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6600000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>773718.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1983.12000000</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__05831744"/>
        </identifiers>
        <balance>1130607.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4380.22000000</valUSD>
        <pctVal>-0.00014516197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130607.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4380.22000000</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>87160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982652"/>
        <valUSD>19322.68000000</valUSD>
        <pctVal>0.000640360146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1189415.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19322.68000000</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>SPI 200 FUTURES   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPU1 INDEX"/>
        </identifiers>
        <balance>38.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>10028.62000000</valUSD>
        <pctVal>0.000332351856</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SFE S&amp;P ASX Share Price Index</indexName>
                <indexIdentifier>AS51</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-16</expDate>
            <notionalAmt>5157534.91000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>10028.62000000</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__05685103"/>
        </identifiers>
        <balance>376589.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6342.54000000</valUSD>
        <pctVal>-0.00021019391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376589.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>417000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6342.54000000</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__05756079"/>
        </identifiers>
        <balance>6982174.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>2031.17000000</valUSD>
        <pctVal>0.000067313660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6982174.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2031.17000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>664.29000000</valUSD>
        <pctVal>0.000022014795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>636526.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>664.29000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833786"/>
        </identifiers>
        <balance>433139.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-425.36000000</valUSD>
        <pctVal>-0.00001409657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433139.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-425.36000000</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>1710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6849.88000000</valUSD>
        <pctVal>0.000227007338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1856798.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6849.88000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3161.29000000</valUSD>
        <pctVal>0.000104766219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>846997.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3161.29000000</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__05776572"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>11565.01000000</valUSD>
        <pctVal>0.000383268340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11663347.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11565.01000000</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__05705735"/>
        </identifiers>
        <balance>7055832.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>5280.63000000</valUSD>
        <pctVal>0.000175001863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7055832.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5280.63000000</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__05724054"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5758.89000000</valUSD>
        <pctVal>-0.00019085156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2416792.68000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5758.89000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832835"/>
        </identifiers>
        <balance>233067.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-334.74000000</valUSD>
        <pctVal>-0.00001109339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-233067.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-334.74000000</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  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOQ1 COMDTY"/>
        </identifiers>
        <balance>361.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-226825.20000000</valUSD>
        <pctVal>-0.00751706379</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-07-30</expDate>
            <notionalAmt>32496109.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-226825.20000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1554.55000000</valUSD>
        <pctVal>0.000051518312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>921119.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1554.55000000</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>13020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>-631.70000000</valUSD>
        <pctVal>-0.00002093475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13020000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1521792.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-631.70000000</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__05711597"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7231.70000000</valUSD>
        <pctVal>-0.00023966098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7749247.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7231.70000000</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>131000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000022"/>
        <valUSD>5072.94000000</valUSD>
        <pctVal>0.000168118946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1185359.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5072.94000000</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__05678922"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3873.38000000</valUSD>
        <pctVal>-0.00012836512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6966422.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3873.38000000</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__05749155"/>
        </identifiers>
        <balance>9796035.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>5134.13000000</valUSD>
        <pctVal>0.000170146803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9796035.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5134.13000000</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>252000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199661"/>
        <valUSD>4666.42000000</valUSD>
        <pctVal>0.000154646736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-252000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>350576.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4666.42000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>779.85000000</valUSD>
        <pctVal>0.000025844492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>586365.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>779.85000000</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>73990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429735"/>
        <valUSD>-1586.88000000</valUSD>
        <pctVal>-0.00005258973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73990000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1008318.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1586.88000000</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__05749131"/>
        </identifiers>
        <balance>6858325.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4651.56000000</valUSD>
        <pctVal>0.000154154270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6858325.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4651.56000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05692082"/>
        </identifiers>
        <balance>1844794.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10542.93000000</valUSD>
        <pctVal>0.000349396263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1844794.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135930000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10542.93000000</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__05832574"/>
        </identifiers>
        <balance>207087542.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-864422.98000000</valUSD>
        <pctVal>-0.02864726973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-207087542.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22885000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-864422.98000000</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 10YR NOTE (CBT)Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYU1 COMDTY"/>
        </identifiers>
        <balance>5753.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1785484.35000000</valUSD>
        <pctVal>0.059171554860</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>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-21</expDate>
            <notionalAmt>760487015.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1785484.35000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>948.86000000</valUSD>
        <pctVal>0.000031445541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>548996.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>948.86000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818307"/>
        </identifiers>
        <balance>380106.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>794.52000000</valUSD>
        <pctVal>0.000026330661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380106.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>794.52000000</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>281000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199429"/>
        <valUSD>5325.83000000</valUSD>
        <pctVal>0.000176499806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-281000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>391043.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5325.83000000</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>13650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049990"/>
        <valUSD>3678.08000000</valUSD>
        <pctVal>0.000121892814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13650000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>689246.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3678.08000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836292"/>
        </identifiers>
        <balance>432661.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53.11000000</valUSD>
        <pctVal>0.000001760083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432661.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>53.11000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1504.41000000</valUSD>
        <pctVal>0.000049856655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>784198.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1504.41000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1589.12000000</valUSD>
        <pctVal>0.000052663973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>834606.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1589.12000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05788578"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7889.08000000</valUSD>
        <pctVal>0.000261446777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9095850.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7889.08000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2076.60000000</valUSD>
        <pctVal>0.000068819225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>796630.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2076.60000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>4170.94000000</valUSD>
        <pctVal>0.000138226361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394006.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4170.94000000</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__05788580"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5825.63000000</valUSD>
        <pctVal>0.000193063347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7252239.62000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5825.63000000</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="CHF" exchangeRt="0.92435001"/>
        <valUSD>2791.70000000</valUSD>
        <pctVal>0.000092517881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>716806.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2791.70000000</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>250690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>7792365.93000000</valUSD>
        <pctVal>0.258241640774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-250690000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>279139570.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7792365.93000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1493.31000000</valUSD>
        <pctVal>0.000049488798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>774766.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1493.31000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1000.85000000</valUSD>
        <pctVal>0.000033168507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1258120.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1000.85000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2013.01000000</valUSD>
        <pctVal>0.000066711831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>726846.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2013.01000000</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>280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435001"/>
        <valUSD>814.90000000</valUSD>
        <pctVal>0.000027006061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-280000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>303730.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>814.90000000</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__05788553"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3249.93000000</valUSD>
        <pctVal>0.000107703778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7684001.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3249.93000000</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>1300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-286.24000000</valUSD>
        <pctVal>-0.00000948609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1300000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>975689.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-286.24000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836257"/>
        </identifiers>
        <balance>978328.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1449.12000000</valUSD>
        <pctVal>0.000048024326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-978328.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13990000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1449.12000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-364.50000000</valUSD>
        <pctVal>-0.00001207965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>565623.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-364.50000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832392"/>
        </identifiers>
        <balance>644561.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1711.19000000</valUSD>
        <pctVal>-0.00005670941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-644561.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1711.19000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836286"/>
        </identifiers>
        <balance>429843.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-197.87000000</valUSD>
        <pctVal>-0.00000655747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429843.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-197.87000000</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__05749095"/>
        </identifiers>
        <balance>2948231.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-3347.05000000</valUSD>
        <pctVal>-0.00011092236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2948231.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3347.05000000</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__05836278"/>
        </identifiers>
        <balance>430566.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-920.99000000</valUSD>
        <pctVal>-0.00003052191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430566.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-920.99000000</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>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999993"/>
        <valUSD>-2345.48000000</valUSD>
        <pctVal>-0.00007772999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3295248.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2345.48000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>4159.85000000</valUSD>
        <pctVal>0.000137858835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>604760.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4159.85000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05835868"/>
        </identifiers>
        <balance>23787.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25.72000000</valUSD>
        <pctVal>-0.00000085236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23787.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1770000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-25.72000000</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__05705709"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-12069.45000000</valUSD>
        <pctVal>-0.00039998565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7960510.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12069.45000000</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__05797777"/>
        </identifiers>
        <balance>10887070.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-3825.27000000</valUSD>
        <pctVal>-0.00012677074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10887070.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3825.27000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711666"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6288.33000000</valUSD>
        <pctVal>-0.00020839738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7655871.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6288.33000000</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__05684978"/>
        </identifiers>
        <balance>49299960.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1453143.70000000</valUSD>
        <pctVal>-0.04815767338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49299960.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40330000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1453143.70000000</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__05805826"/>
        </identifiers>
        <balance>171104.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1144.60000000</valUSD>
        <pctVal>0.000037932430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-171104.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>194000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1144.60000000</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__05835560"/>
        </identifiers>
        <balance>886605.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3642.60000000</valUSD>
        <pctVal>-0.00012071699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-886605.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>98000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3642.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685042"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2374.39000000</valUSD>
        <pctVal>-0.00007868808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6877796.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2374.39000000</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="AUD" exchangeRt="1.33200099"/>
        <valUSD>589.47000000</valUSD>
        <pctVal>0.000019535235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503592.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>589.47000000</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>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1412.20000000</valUSD>
        <pctVal>0.000046800785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1070000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>804714.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1412.20000000</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__05711590"/>
        </identifiers>
        <balance>6638192.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>11519.80000000</valUSD>
        <pctVal>0.000381770065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6638192.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11519.80000000</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__05836185"/>
        </identifiers>
        <balance>667986.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2656.43000000</valUSD>
        <pctVal>-0.00008803498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667986.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5690000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2656.43000000</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__05717566"/>
        </identifiers>
        <balance>10078189.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>15092.53000000</valUSD>
        <pctVal>0.000500171545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10078189.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>15092.53000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2204.56000000</valUSD>
        <pctVal>0.000073059863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>891630.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2204.56000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05705693"/>
        </identifiers>
        <balance>205278199.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6094696.30000000</valUSD>
        <pctVal>-0.20198029541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-205278199.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>184020000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6094696.30000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3976.00000000</valUSD>
        <pctVal>0.000131765983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>500088.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3976.00000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831636"/>
        </identifiers>
        <balance>742041.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3235.86000000</valUSD>
        <pctVal>-0.00010723749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-742041.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>82000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3235.86000000</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__05705747"/>
        </identifiers>
        <balance>7949659.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>7520.99000000</valUSD>
        <pctVal>0.000249248150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7949659.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7520.99000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3101.00000000</valUSD>
        <pctVal>0.000102768188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>492226.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3101.00000000</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>6370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1766.97000000</valUSD>
        <pctVal>0.000058557983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6370000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>746608.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1766.97000000</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>2690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>12587.61000000</valUSD>
        <pctVal>0.000417157650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3202660.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>12587.61000000</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__05825900"/>
        </identifiers>
        <balance>655263.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8018.13000000</valUSD>
        <pctVal>-0.00026572353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-655263.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8018.13000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>67.84000000</valUSD>
        <pctVal>0.000002248240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>638205.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>67.84000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833666"/>
        </identifiers>
        <balance>669883.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1043.86000000</valUSD>
        <pctVal>0.000034593873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-669883.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9580000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1043.86000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831951"/>
        </identifiers>
        <balance>769112.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3277.68000000</valUSD>
        <pctVal>-0.00010862342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-769112.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3277.68000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05797829"/>
        </identifiers>
        <balance>150101728.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-343146.58000000</valUSD>
        <pctVal>-0.01137199364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-150101728.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>214330000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-343146.58000000</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__05832131"/>
        </identifiers>
        <balance>856756.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2908.37000000</valUSD>
        <pctVal>-0.00009638436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-856756.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2908.37000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05818327"/>
        </identifiers>
        <balance>1119670.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2202.47000000</valUSD>
        <pctVal>-0.00007299060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1119670.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>83240000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-2202.47000000</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__05685125"/>
        </identifiers>
        <balance>810095.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2971.22000000</valUSD>
        <pctVal>-0.00009846723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810095.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>588000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2971.22000000</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>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1633.00000000</valUSD>
        <pctVal>-0.00005411817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2014398.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1633.00000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832398"/>
        </identifiers>
        <balance>595348.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1410.99000000</valUSD>
        <pctVal>-0.00004676068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-595348.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1410.99000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836246"/>
        </identifiers>
        <balance>704254.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>988.91000000</valUSD>
        <pctVal>0.000032772811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-704254.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10070000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>988.91000000</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     Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGU1 COMDTY"/>
        </identifiers>
        <balance>590.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12462.50000000</valUSD>
        <pctVal>-0.00041301146</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-28</expDate>
            <notionalAmt>63275212.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12462.50000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>97000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197599"/>
        <valUSD>-4205.05000000</valUSD>
        <pctVal>-0.00013935677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-97000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>128943.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4205.05000000</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>3650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>18247.84000000</valUSD>
        <pctVal>0.000604739585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4346785.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>18247.84000000</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>1950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4780.70000000</valUSD>
        <pctVal>0.000158434013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1950000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2114371.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4780.70000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1045.20000000</valUSD>
        <pctVal>0.000034638281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>546070.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1045.20000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05698016"/>
        </identifiers>
        <balance>34453362.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1807264.96000000</valUSD>
        <pctVal>-0.05989337163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34453362.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>467280000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1807264.96000000</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__05818290"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-487.97000000</valUSD>
        <pctVal>-0.00001617149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2662664.10000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-487.97000000</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__05835559"/>
        </identifiers>
        <balance>868550.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3607.55000000</valUSD>
        <pctVal>-0.00011955542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-868550.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3607.55000000</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__05685036"/>
        </identifiers>
        <balance>8538817.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>4177.50000000</valUSD>
        <pctVal>0.000138443762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8538817.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4177.50000000</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__05765668"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5424.24000000</valUSD>
        <pctVal>-0.00017976114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8426009.77000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5424.24000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832416"/>
        </identifiers>
        <balance>2470858.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4271.28000000</valUSD>
        <pctVal>-0.00014155166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2470858.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3530000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4271.28000000</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>88000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000028"/>
        <valUSD>1711.00000000</valUSD>
        <pctVal>0.000056703118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>794575.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1711.00000000</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__05818289"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1229.10000000</valUSD>
        <pctVal>-0.00004073278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2163067.68000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1229.10000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-124.74000000</valUSD>
        <pctVal>-0.00000413392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>886985.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-124.74000000</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 ULTRA BOND CBT Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNU1 COMDTY"/>
        </identifiers>
        <balance>902.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1782357.25000000</valUSD>
        <pctVal>0.059067921709</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Ultra Long Term US Treasur</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-21</expDate>
            <notionalAmt>172022218.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1782357.25000000</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>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4790.27000000</valUSD>
        <pctVal>0.000158751166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1216452.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4790.27000000</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__05736780"/>
        </identifiers>
        <balance>6758385.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>9414.84000000</valUSD>
        <pctVal>0.000312010979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6758385.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9414.84000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831720"/>
        </identifiers>
        <balance>1356778.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5305.36000000</valUSD>
        <pctVal>-0.00017582142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1356778.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5305.36000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832272"/>
        </identifiers>
        <balance>274244.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1731.60000000</valUSD>
        <pctVal>-0.00005738580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-274244.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1731.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776538"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9686.52000000</valUSD>
        <pctVal>0.000321014546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13371810.59000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9686.52000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832709"/>
        </identifiers>
        <balance>1077004.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3431.73000000</valUSD>
        <pctVal>-0.00011372869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1077004.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1430000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3431.73000000</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>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3441.69000000</valUSD>
        <pctVal>0.000114058769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1182648.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3441.69000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOU1 COMDTY"/>
        </identifiers>
        <balance>374.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-406618.80000000</valUSD>
        <pctVal>-0.01347548447</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-31</expDate>
            <notionalAmt>33875654.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-406618.80000000</unrealizedAppr>
          </futrDeriv>
        </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  Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOX1 COMDTY"/>
        </identifiers>
        <balance>50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2998.80000000</valUSD>
        <pctVal>-0.00009938124</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-29</expDate>
            <notionalAmt>4476628.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2998.80000000</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__05711618"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7258.87000000</valUSD>
        <pctVal>-0.00024056140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9980753.31000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7258.87000000</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__05788529"/>
        </identifiers>
        <balance>10337044.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-14991.68000000</valUSD>
        <pctVal>-0.00049682934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10337044.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14991.68000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05818292"/>
        </identifiers>
        <balance>82461851.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-937411.01000000</valUSD>
        <pctVal>-0.03106611772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82461851.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108580000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-937411.01000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-275.77000000</valUSD>
        <pctVal>-0.00000913911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1464061.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-275.77000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788596"/>
        </identifiers>
        <balance>376472.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2653.11000000</valUSD>
        <pctVal>0.000087924962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376472.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2653.11000000</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>80330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982629"/>
        <valUSD>19551.05000000</valUSD>
        <pctVal>0.000647928405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80330000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1097953.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19551.05000000</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__05697963"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3269.66000000</valUSD>
        <pctVal>-0.00010835763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7219582.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3269.66000000</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__05833366"/>
        </identifiers>
        <balance>798449.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4743.26000000</valUSD>
        <pctVal>-0.00015719323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-798449.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6830000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4743.26000000</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__05776530"/>
        </identifiers>
        <balance>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8593.10000000</valUSD>
        <pctVal>0.000284778238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13869674.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8593.10000000</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__05705749"/>
        </identifiers>
        <balance>8147905.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>8063.59000000</valUSD>
        <pctVal>0.000267230098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8147905.02000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8063.59000000</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>28670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>166867.06000000</valUSD>
        <pctVal>0.005530030770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>21692983.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>166867.06000000</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__05832543"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-714.69000000</valUSD>
        <pctVal>-0.00002368506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10717007.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-714.69000000</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__05788524"/>
        </identifiers>
        <balance>9058756.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>-8794.70000000</valUSD>
        <pctVal>-0.00029145933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9058756.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8794.70000000</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__05705681"/>
        </identifiers>
        <balance>2053336.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>6327.78000000</valUSD>
        <pctVal>0.000209704768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2053336.04000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6327.78000000</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>65740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>590598.33000000</valUSD>
        <pctVal>0.019572628281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65740000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>91412456.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>590598.33000000</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__05678899"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5612.07000000</valUSD>
        <pctVal>-0.00018598589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6484864.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5612.07000000</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>157040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429735"/>
        <valUSD>-6129.33000000</valUSD>
        <pctVal>-0.00020312806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-157040000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2137343.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6129.33000000</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__05832558"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1775.04000000</valUSD>
        <pctVal>-0.00005882542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7031374.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1775.04000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711657"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6020.29000000</valUSD>
        <pctVal>-0.00019951444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7455278.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6020.29000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05812358"/>
        </identifiers>
        <balance>10566.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88.55000000</valUSD>
        <pctVal>0.000002934576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10566.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>88.55000000</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__05765716"/>
        </identifiers>
        <balance>6714188.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-2219.10000000</valUSD>
        <pctVal>-0.00007354172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6714188.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2219.10000000</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__05685054"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4843.68000000</valUSD>
        <pctVal>-0.00016052119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9899961.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4843.68000000</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__05833618"/>
        </identifiers>
        <balance>49718362.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177603.99000000</valUSD>
        <pctVal>-0.00588585625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49718362.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423680000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-177603.99000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1513.91000000</valUSD>
        <pctVal>0.000050171489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>774786.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1513.91000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831780"/>
        </identifiers>
        <balance>1798967.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6013.31000000</valUSD>
        <pctVal>-0.00019928312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1798967.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>199000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6013.31000000</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__05831684"/>
        </identifiers>
        <balance>1628708.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6940.98000000</valUSD>
        <pctVal>-0.00023002642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1628708.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>180000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6940.98000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1503.15000000</valUSD>
        <pctVal>-0.00004981489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1330000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>996994.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1503.15000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836252"/>
        </identifiers>
        <balance>872190.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1835.55000000</valUSD>
        <pctVal>0.000060830747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-872190.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12480000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1835.55000000</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>1860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>7848.10000000</valUSD>
        <pctVal>0.000260088686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1860000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2213623.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7848.10000000</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>5730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214997"/>
        <valUSD>2619.04000000</valUSD>
        <pctVal>0.000086795870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5730000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>672626.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2619.04000000</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>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1637.89000000</valUSD>
        <pctVal>0.000054280228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>899580.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1637.89000000</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__05836127"/>
        </identifiers>
        <balance>761271.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3589.97000000</valUSD>
        <pctVal>-0.00011897281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-761271.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6520000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3589.97000000</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>2300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>161.52000000</valUSD>
        <pctVal>0.000005352827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>2488396.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>161.52000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>4284.46000000</valUSD>
        <pctVal>0.000141988452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>559839.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4284.46000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711644"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5516.82000000</valUSD>
        <pctVal>-0.00018282927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7662468.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5516.82000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836030"/>
        </identifiers>
        <balance>816247.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-613.02000000</valUSD>
        <pctVal>-0.00002031569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-816247.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-613.02000000</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__05724086"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5422.20000000</valUSD>
        <pctVal>-0.00017969354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6750293.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5422.20000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756107"/>
        </identifiers>
        <balance>382930.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2917.10000000</valUSD>
        <pctVal>-0.00009667367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382930.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2917.10000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>647.39000000</valUSD>
        <pctVal>0.000021454723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>580609.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>647.39000000</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__05749184"/>
        </identifiers>
        <balance>38903994.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-968566.25000000</valUSD>
        <pctVal>-0.03209861290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38903994.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>324370000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-968566.25000000</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__05812292"/>
        </identifiers>
        <balance>6711954.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>2947.21000000</valUSD>
        <pctVal>0.000097671535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6711954.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2947.21000000</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__05697990"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2849.66000000</valUSD>
        <pctVal>-0.00009443869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6670847.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2849.66000000</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>1500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6362.46000000</valUSD>
        <pctVal>0.000210854074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1629124.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6362.46000000</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__05697969"/>
        </identifiers>
        <balance>7531446.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>2616.25000000</valUSD>
        <pctVal>0.000086703409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7531446.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2616.25000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736830"/>
        </identifiers>
        <balance>397301.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6092.75000000</valUSD>
        <pctVal>-0.00020191579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397301.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6092.75000000</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1936.32000000</valUSD>
        <pctVal>0.000064170299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>651217.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1936.32000000</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__05717610"/>
        </identifiers>
        <balance>1918040.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18888.61000000</valUSD>
        <pctVal>-0.00062597491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1918040.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-18888.61000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831786"/>
        </identifiers>
        <balance>1645703.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5916.17000000</valUSD>
        <pctVal>-0.00019606387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1645703.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>182000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5916.17000000</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__05835861"/>
        </identifiers>
        <balance>13022514.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6438.87000000</valUSD>
        <pctVal>0.000213386328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13022514.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>112090000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>6438.87000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1057.99000000</valUSD>
        <pctVal>0.000035062146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>643908.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1057.99000000</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>94750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982645"/>
        <valUSD>839.44000000</valUSD>
        <pctVal>0.000027819325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-94750000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1272825.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>839.44000000</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>295000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198340"/>
        <valUSD>-12679.06000000</valUSD>
        <pctVal>-0.00042018833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>392255.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12679.06000000</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__05685084"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3461.36000000</valUSD>
        <pctVal>-0.00011471064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6868502.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3461.36000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05685000"/>
        </identifiers>
        <balance>8222199.03000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>5383.53000000</valUSD>
        <pctVal>0.000178412003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8222199.03000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5383.53000000</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>165580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429732"/>
        <valUSD>30840.20000000</valUSD>
        <pctVal>0.001022054652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-165580000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2290876.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>30840.20000000</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>4070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699999"/>
        <valUSD>-1144.52000000</valUSD>
        <pctVal>-0.00003792977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4070000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1067938.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1144.52000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836172"/>
        </identifiers>
        <balance>1044407.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4903.21000000</valUSD>
        <pctVal>-0.00016249403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1044407.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8890000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4903.21000000</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__05705774"/>
        </identifiers>
        <balance>384825.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5699.83000000</valUSD>
        <pctVal>-0.00018889429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-384825.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5699.83000000</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__05736757"/>
        </identifiers>
        <balance>7658425.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>11586.38000000</valUSD>
        <pctVal>0.000383976549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7658425.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11586.38000000</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>96750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982668"/>
        <valUSD>19949.59000000</valUSD>
        <pctVal>0.000661136155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-96750000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1318784.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19949.59000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-146.14000000</valUSD>
        <pctVal>-0.00000484312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>547901.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-146.14000000</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>1570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7585.85000000</valUSD>
        <pctVal>0.000251397633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1570000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1706076.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7585.85000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812332"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2620.96000000</valUSD>
        <pctVal>-0.00008685950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7180016.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2620.96000000</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>3180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699999"/>
        <valUSD>1935.30000000</valUSD>
        <pctVal>0.000064136496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3180000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>837238.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1935.30000000</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__05705788"/>
        </identifiers>
        <balance>2643417.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2294.62000000</valUSD>
        <pctVal>-0.00007604448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2643417.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>193500000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2294.62000000</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__05832531"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-457.53000000</valUSD>
        <pctVal>-0.00001516269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2211166.16000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-457.53000000</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>13720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049998"/>
        <valUSD>-1679.28000000</valUSD>
        <pctVal>-0.00005565190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13720000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>687404.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1679.28000000</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>156572.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7513890.28000000</valUSD>
        <pctVal>0.249012863607</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835803"/>
        </identifiers>
        <balance>950544.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-244.79000000</valUSD>
        <pctVal>-0.00000811242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-950544.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-244.79000000</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>173470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429734"/>
        <valUSD>33013.93000000</valUSD>
        <pctVal>0.001094092799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-173470000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2400742.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>33013.93000000</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>3050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>11606.38000000</valUSD>
        <pctVal>0.000384639356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3050000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3311222.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11606.38000000</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__05724076"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6381.10000000</valUSD>
        <pctVal>-0.00021147181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7192810.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6381.10000000</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>8310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>3349.63000000</valUSD>
        <pctVal>0.000111007870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8310000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>975035.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3349.63000000</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>154770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429722"/>
        <valUSD>21900.45000000</valUSD>
        <pctVal>0.000725788315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154770000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2134389.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21900.45000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3310.59000000</valUSD>
        <pctVal>0.000109714071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>833441.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3310.59000000</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__05678932"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2887.84000000</valUSD>
        <pctVal>-0.00009570399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7989275.53000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2887.84000000</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>80520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>335111.73000000</valUSD>
        <pctVal>0.011105716001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80520000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>87490071.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>335111.73000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805804"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1512.13000000</valUSD>
        <pctVal>-0.00005011249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9827005.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1512.13000000</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>93550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982690"/>
        <valUSD>7853.62000000</valUSD>
        <pctVal>0.000260271621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93550000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1263729.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>7853.62000000</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>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-12.71000000</valUSD>
        <pctVal>-0.00000042121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1423068.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-12.71000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-5858.24000000</valUSD>
        <pctVal>-0.00019414405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389468.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5858.24000000</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__05749100"/>
        </identifiers>
        <balance>2627832.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-2225.70000000</valUSD>
        <pctVal>-0.00007376045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2627832.68000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2225.70000000</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__05832564"/>
        </identifiers>
        <balance>8120266.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836583"/>
        <valUSD>-265.02000000</valUSD>
        <pctVal>-0.00000878285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8120266.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-265.02000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832724"/>
        </identifiers>
        <balance>1175179.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4008.91000000</valUSD>
        <pctVal>-0.00013285663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1175179.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1560000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4008.91000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05729588"/>
        </identifiers>
        <balance>7033721.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93117.51000000</valUSD>
        <pctVal>-0.00308594575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7033721.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9330000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-93117.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05705738"/>
        </identifiers>
        <balance>13604310.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>10577.67000000</valUSD>
        <pctVal>0.000350547559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13604310.45000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1350000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10577.67000000</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>500000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000006"/>
        <valUSD>-3244.73000000</valUSD>
        <pctVal>-0.00010753144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-500000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4501665.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3244.73000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836025"/>
        </identifiers>
        <balance>1856470.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>914.51000000</valUSD>
        <pctVal>0.000030307170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1856470.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2300000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>914.51000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3464.68000000</valUSD>
        <pctVal>0.000114820666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>984294.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3464.68000000</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__05825888"/>
        </identifiers>
        <balance>381839.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>837.47000000</valUSD>
        <pctVal>0.000027754038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381839.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>431000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>837.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711650"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5353.61000000</valUSD>
        <pctVal>-0.00017742044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7258093.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5353.61000000</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__05836189"/>
        </identifiers>
        <balance>724904.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3448.15000000</valUSD>
        <pctVal>-0.00011427285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-724904.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6170000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3448.15000000</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>51560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>-27506.75000000</valUSD>
        <pctVal>-0.00091158299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51560000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>15798262.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-27506.75000000</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__05685017"/>
        </identifiers>
        <balance>7420354.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>3663.54000000</valUSD>
        <pctVal>0.000121410953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7420354.37000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3663.54000000</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>895930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>2086088.24000000</valUSD>
        <pctVal>0.069133669380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-895930000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>64679433.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2086088.24000000</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__05756058"/>
        </identifiers>
        <balance>2437871.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>221.63000000</valUSD>
        <pctVal>0.000007344893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2437871.04000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>540000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>221.63000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836201"/>
        </identifiers>
        <balance>792028.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3922.10000000</valUSD>
        <pctVal>-0.00012997971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-792028.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6740000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3922.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JSE EQUITY DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAD000224772"/>
        </identifiers>
        <balance>307.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.27875000"/>
        <valUSD>-15049.67000000</valUSD>
        <pctVal>-0.00049875115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</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>SAFEX FTSE/JSE Top 40 Index</indexName>
                <indexIdentifier>TOP40</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-16</expDate>
            <notionalAmt>12936877.42000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-15049.67000000</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__05836126"/>
        </identifiers>
        <balance>693456.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3175.88000000</valUSD>
        <pctVal>-0.00010524973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693456.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5940000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3175.88000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3569.87000000</valUSD>
        <pctVal>0.000118306698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>529095.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3569.87000000</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>18941000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>69885.36000000</valUSD>
        <pctVal>0.002316024451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18941000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>170752520.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>69885.36000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2174.75000000</valUSD>
        <pctVal>0.000072071950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1259294.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2174.75000000</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__05776500"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3162.89000000</valUSD>
        <pctVal>0.000104819243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6662447.35000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3162.89000000</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>5910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214995"/>
        <valUSD>1333.42000000</valUSD>
        <pctVal>0.000044189989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5910000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>692387.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1333.42000000</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__05684990"/>
        </identifiers>
        <balance>10870439.23000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>6063.75000000</valUSD>
        <pctVal>0.000200954724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10870439.23000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6063.75000000</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__05776555"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>7016.74000000</valUSD>
        <pctVal>0.000232537135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7972522.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7016.74000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05697956"/>
        </identifiers>
        <balance>1985799.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15070.39000000</valUSD>
        <pctVal>0.000499437818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1985799.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10060000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>15070.39000000</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>254000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51200076"/>
        <valUSD>792.42000000</valUSD>
        <pctVal>0.000026261066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-254000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>349448.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>792.42000000</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__05736773"/>
        </identifiers>
        <balance>7668256.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>10443.78000000</valUSD>
        <pctVal>0.000346110399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7668256.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10443.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685097"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3161.61000000</valUSD>
        <pctVal>-0.00010477682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7682606.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3161.61000000</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>7120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>3033.68000000</valUSD>
        <pctVal>0.000100537180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7120000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>835572.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3033.68000000</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>-293.69000000</valUSD>
        <pctVal>-0.00000973298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>349356.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-293.69000000</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>282000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199616"/>
        <valUSD>6192.00000000</valUSD>
        <pctVal>0.000205204972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-282000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393282.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6192.00000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685140"/>
        </identifiers>
        <balance>393533.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2324.96000000</valUSD>
        <pctVal>-0.00007704996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393533.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2324.96000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05736812"/>
        </identifiers>
        <balance>18254531.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-244667.80000000</valUSD>
        <pctVal>-0.00810837359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18254531.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24210000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-244667.80000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05776496"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-40.54000000</valUSD>
        <pctVal>-0.00000134350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9799379.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-40.54000000</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__05776524"/>
        </identifiers>
        <balance>7542273.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4153.88000000</valUSD>
        <pctVal>-0.00013766098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7542273.14000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4153.88000000</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__05788565"/>
        </identifiers>
        <balance>11571097.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-12640.00000000</valUSD>
        <pctVal>-0.00041889387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11571097.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12640.00000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2755.46000000</valUSD>
        <pctVal>0.000091316875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1149359.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2755.46000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05698017"/>
        </identifiers>
        <balance>2642328.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16128.68000000</valUSD>
        <pctVal>0.000534509906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2642328.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>194770000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16128.68000000</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__05832550"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-240.94000000</valUSD>
        <pctVal>-0.00000798483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7657324.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-240.94000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836041"/>
        </identifiers>
        <balance>1709222.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2802.00000000</valUSD>
        <pctVal>0.000092859227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1709222.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2120000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2802.00000000</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__05705712"/>
        </identifiers>
        <balance>1370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-22249.71000000</valUSD>
        <pctVal>-0.00073736290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1370000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13793584.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-22249.71000000</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>421000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579493"/>
        <valUSD>3712.44000000</valUSD>
        <pctVal>0.000123031516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-421000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>377510.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3712.44000000</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__05797818"/>
        </identifiers>
        <balance>18188300.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-3516.64000000</valUSD>
        <pctVal>-0.00011654263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18188300.98000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3516.64000000</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__05835821"/>
        </identifiers>
        <balance>586068.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>882.01000000</valUSD>
        <pctVal>0.000029230109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-586068.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>882.01000000</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__05836118"/>
        </identifiers>
        <balance>876763.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2873.23000000</valUSD>
        <pctVal>-0.00009521981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-876763.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7520000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2873.23000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724066"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4787.35000000</valUSD>
        <pctVal>-0.00015865439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2510813.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4787.35000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2140.47000000</valUSD>
        <pctVal>0.000070935899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1065857.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2140.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812308"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2594.59000000</valUSD>
        <pctVal>-0.00008598558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6977356.59000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2594.59000000</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__05836375"/>
        </identifiers>
        <balance>81413278.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78466.34000000</valUSD>
        <pctVal>0.002600401029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81413278.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58990000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>78466.34000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>845.83000000</valUSD>
        <pctVal>0.000028031092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676521.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>845.83000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05749103"/>
        </identifiers>
        <balance>328870253.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9237123.29000000</valUSD>
        <pctVal>-0.30612138801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-328870253.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>295300000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9237123.29000000</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__05705729"/>
        </identifiers>
        <balance>10374475.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>8667.98000000</valUSD>
        <pctVal>0.000287259787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10374475.18000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8667.98000000</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__05684985"/>
        </identifiers>
        <balance>18807285.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>9019.65000000</valUSD>
        <pctVal>0.000298914249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18807285.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9019.65000000</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__05711585"/>
        </identifiers>
        <balance>7648170.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>12778.18000000</valUSD>
        <pctVal>0.000423473204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7648170.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12778.18000000</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>2860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>12940.96000000</valUSD>
        <pctVal>0.000428867788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2860000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3107007.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>12940.96000000</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__05729584"/>
        </identifiers>
        <balance>14289971.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-422564.72000000</valUSD>
        <pctVal>-0.01400393764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14289971.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119320000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-422564.72000000</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-OAT Future   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUK6"/>
        </identifiers>
        <balance>4514.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2915791.04000000</valUSD>
        <pctVal>0.096630300616</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>French Government Bond Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-08</expDate>
            <notionalAmt>854648847.42000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2915791.04000000</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__05685006"/>
        </identifiers>
        <balance>7305646.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>5131.12000000</valUSD>
        <pctVal>0.000170047051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7305646.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5131.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES RUSSELL 1000 ETF</title>
        <cusip>464287622</cusip>
        <identifiers>
          <isin value="US4642876225"/>
        </identifiers>
        <balance>871375.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210942460.00000000</valUSD>
        <pctVal>6.990704423898</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>82140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982631"/>
        <valUSD>395.78000000</valUSD>
        <pctVal>0.000013116282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82140000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1103096.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>395.78000000</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>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849997"/>
        <valUSD>-209.36000000</valUSD>
        <pctVal>-0.00000693826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>426367.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-209.36000000</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__05832571"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>435.50000000</valUSD>
        <pctVal>0.000014432617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10354174.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>435.50000000</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>159260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429744"/>
        <valUSD>29013.92000000</valUSD>
        <pctVal>0.000961531115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-159260000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2202787.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>29013.92000000</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>1680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>923.99000000</valUSD>
        <pctVal>0.000030621340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1680000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1174824.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>923.99000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836045"/>
        </identifiers>
        <balance>3983196.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6143.83000000</valUSD>
        <pctVal>0.000203608602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3983196.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4940000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>6143.83000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-4920.65000000</valUSD>
        <pctVal>-0.00016307200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393151.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4920.65000000</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>1510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6991.05000000</valUSD>
        <pctVal>0.000231685760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1510000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2092980.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6991.05000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>760.00000000</valUSD>
        <pctVal>0.000025186656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>531810.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>760.00000000</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>21090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049999"/>
        <valUSD>2506.32000000</valUSD>
        <pctVal>0.000083060291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21090000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1061746.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2506.32000000</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>119000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576758"/>
        <valUSD>839.27000000</valUSD>
        <pctVal>0.000027813691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-119000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>106497.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>839.27000000</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__05788598"/>
        </identifiers>
        <balance>55627446.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-161303.65000000</valUSD>
        <pctVal>-0.00534565748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55627446.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>477250000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-161303.65000000</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__05724091"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6153.20000000</valUSD>
        <pctVal>-0.00020391912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7149813.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6153.20000000</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>132590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429743"/>
        <valUSD>9008.79000000</valUSD>
        <pctVal>0.000298554345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-132590000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1818757.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9008.79000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4170.44000000</valUSD>
        <pctVal>0.000138209791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376193.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4170.44000000</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>80690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>2732276.33000000</valUSD>
        <pctVal>0.090548561097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80690000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>90071244.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2732276.33000000</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>3690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2582.31000000</valUSD>
        <pctVal>0.000085578626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3690000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>2772850.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2582.31000000</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__05835859"/>
        </identifiers>
        <balance>3536.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14.97000000</valUSD>
        <pctVal>0.000000496110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3536.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14.97000000</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>145000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197410"/>
        <valUSD>3182.98000000</valUSD>
        <pctVal>0.000105485033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-145000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>202218.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3182.98000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>5190.53000000</valUSD>
        <pctVal>0.000172015918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>377213.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5190.53000000</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>393540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>1300527.08000000</valUSD>
        <pctVal>0.043099907015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393540000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>47325462.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1300527.08000000</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>1440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-245.04000000</valUSD>
        <pctVal>-0.00000812070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1440000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1989043.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-245.04000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818333"/>
        </identifiers>
        <balance>379472.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>754.25000000</valUSD>
        <pctVal>0.000024996099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379472.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>277000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>754.25000000</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>20921.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461308.05000000</valUSD>
        <pctVal>0.015287904701</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>1780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>5552.55000000</valUSD>
        <pctVal>0.000184013383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2116455.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5552.55000000</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__05678924"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2847.24000000</valUSD>
        <pctVal>-0.00009435849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8598278.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2847.24000000</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__05749118"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7819.32000000</valUSD>
        <pctVal>-0.00025913490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6874194.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7819.32000000</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>7630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520004"/>
        <valUSD>340.16000000</valUSD>
        <pctVal>0.000011273017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7630000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>887013.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>340.16000000</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>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-2028.98000000</valUSD>
        <pctVal>-0.00006724108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1190000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>958965.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2028.98000000</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>149960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429742"/>
        <valUSD>24972.72000000</valUSD>
        <pctVal>0.000827604381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149960000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2071808.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>24972.72000000</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__05736788"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3413.45000000</valUSD>
        <pctVal>-0.00011312288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7173240.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3413.45000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-624.15000000</valUSD>
        <pctVal>-0.00002068454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>584961.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-624.15000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832745"/>
        </identifiers>
        <balance>3486112.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10138.83000000</valUSD>
        <pctVal>-0.00033600425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3486112.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4630000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-10138.83000000</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>919000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203850"/>
        <valUSD>118939.57000000</valUSD>
        <pctVal>0.003941697551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-919000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>8400304.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>118939.57000000</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__05805744"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4738.42000000</valUSD>
        <pctVal>-0.00015703284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6798622.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4738.42000000</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__05724094"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7895.82000000</valUSD>
        <pctVal>-0.00026167014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7540683.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7895.82000000</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__05776506"/>
        </identifiers>
        <balance>9660702.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-7570.03000000</valUSD>
        <pctVal>-0.00025087335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9660702.51000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7570.03000000</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__05684989"/>
        </identifiers>
        <balance>11985403.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>6984.31000000</valUSD>
        <pctVal>0.000231462394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11985403.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6984.31000000</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__05729579"/>
        </identifiers>
        <balance>119817.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1729.24000000</valUSD>
        <pctVal>-0.00005730759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-119817.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1729.24000000</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>240000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>4637.08000000</valUSD>
        <pctVal>0.000153674398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-240000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>334075.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4637.08000000</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>2740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7104.10000000</valUSD>
        <pctVal>0.000235432275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2740000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2971349.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>7104.10000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831630"/>
        </identifiers>
        <balance>2036309.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9100.00000000</valUSD>
        <pctVal>-0.00030157707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2036309.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>225000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-9100.00000000</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__05776509"/>
        </identifiers>
        <balance>8319646.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-5941.80000000</valUSD>
        <pctVal>-0.00019691326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8319646.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5941.80000000</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  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCQ1 COMDTY"/>
        </identifiers>
        <balance>519.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1130.00000000</valUSD>
        <pctVal>0.000037448581</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>GOLDMAN SACHS</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>2021-08-27</expDate>
            <notionalAmt>91944910.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1130.00000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05685098"/>
        </identifiers>
        <balance>21056998.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-527446.05000000</valUSD>
        <pctVal>-0.01747974037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21056998.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14860000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-527446.05000000</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__05835670"/>
        </identifiers>
        <balance>951520.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2799.53000000</valUSD>
        <pctVal>-0.00009277737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-951520.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2799.53000000</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>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-171.18000000</valUSD>
        <pctVal>-0.00000567296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-950000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>713041.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-171.18000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>3832.32000000</valUSD>
        <pctVal>0.000127004380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393668.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3832.32000000</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__05685007"/>
        </identifiers>
        <balance>6697426.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>4635.65000000</valUSD>
        <pctVal>0.000153627007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6697426.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4635.65000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836236"/>
        </identifiers>
        <balance>781795.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2587.05000000</valUSD>
        <pctVal>0.000085735711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-781795.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11200000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2587.05000000</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>230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200102"/>
        <valUSD>312.76000000</valUSD>
        <pctVal>0.000010364972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-230000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>172985.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>312.76000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05705686"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5869.43000000</valUSD>
        <pctVal>-0.00019451489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2055080.82000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5869.43000000</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__05776461"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5331.56000000</valUSD>
        <pctVal>0.000176689700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2504171.45000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5331.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812299"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2534.42000000</valUSD>
        <pctVal>-0.00008399153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8702395.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2534.42000000</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__05749141"/>
        </identifiers>
        <balance>7461957.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>5239.06000000</valUSD>
        <pctVal>0.000173624219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7461957.98000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5239.06000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729574"/>
        </identifiers>
        <balance>381811.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5349.40000000</valUSD>
        <pctVal>-0.00017728092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381811.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5349.40000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05729554"/>
        </identifiers>
        <balance>115263488.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3202473.15000000</valUSD>
        <pctVal>-0.10613104264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115263488.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103530000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3202473.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805738"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3116.39000000</valUSD>
        <pctVal>-0.00010327821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7322981.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3116.39000000</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__05678900"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5415.67000000</valUSD>
        <pctVal>-0.00017947713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7405278.41000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5415.67000000</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>2170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-76.19000000</valUSD>
        <pctVal>-0.00000252496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2170000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2347519.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-76.19000000</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__05685025"/>
        </identifiers>
        <balance>7207356.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>4690.59000000</valUSD>
        <pctVal>0.000155447738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7207356.26000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4690.59000000</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__05831711"/>
        </identifiers>
        <balance>1149040.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4793.28000000</valUSD>
        <pctVal>-0.00015885091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1149040.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4793.28000000</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__05765707"/>
        </identifiers>
        <balance>8842238.91000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-1956.55000000</valUSD>
        <pctVal>-0.00006484072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8842238.91000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1956.55000000</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__05711632"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6442.19000000</valUSD>
        <pctVal>-0.00021349635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9277637.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6442.19000000</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>13350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049999"/>
        <valUSD>-1793.47000000</valUSD>
        <pctVal>-0.00005943620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13350000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>668707.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1793.47000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05812367"/>
        </identifiers>
        <balance>24928470.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7757.69000000</valUSD>
        <pctVal>-0.00025709246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24928470.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33500000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7757.69000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685061"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4494.16000000</valUSD>
        <pctVal>-0.00014893798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9497180.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4494.16000000</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>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6612.98000000</valUSD>
        <pctVal>0.000219156392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1830127.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6612.98000000</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>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420001"/>
        <valUSD>-311.29000000</valUSD>
        <pctVal>-0.00001031625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>237748.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-311.29000000</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>14350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519999"/>
        <valUSD>-2038.11000000</valUSD>
        <pctVal>-0.00006754365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14350000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1665558.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2038.11000000</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>6130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>2352.78000000</valUSD>
        <pctVal>0.000077971924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6130000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>719131.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2352.78000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835561"/>
        </identifiers>
        <balance>968019.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3968.36000000</valUSD>
        <pctVal>-0.00013151279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-968019.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3968.36000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05788588"/>
        </identifiers>
        <balance>6325985.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18441.30000000</valUSD>
        <pctVal>0.000611150915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6325985.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20670000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18441.30000000</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__05749114"/>
        </identifiers>
        <balance>9585987.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>12977.22000000</valUSD>
        <pctVal>0.000430069457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9585987.35000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12977.22000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>274.57000000</valUSD>
        <pctVal>0.000009099342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503277.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>274.57000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805830"/>
        </identifiers>
        <balance>377341.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2672.31000000</valUSD>
        <pctVal>0.000088561256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377341.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2672.31000000</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__05765687"/>
        </identifiers>
        <balance>15064573.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5971.96000000</valUSD>
        <pctVal>-0.00019791277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15064573.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5971.96000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833774"/>
        </identifiers>
        <balance>433246.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-531.83000000</valUSD>
        <pctVal>-0.00001762502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433246.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-531.83000000</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__05749098"/>
        </identifiers>
        <balance>2129234.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-1746.78000000</valUSD>
        <pctVal>-0.00005788887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2129234.42000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1746.78000000</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>145380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429721"/>
        <valUSD>16057.18000000</valUSD>
        <pctVal>0.000532140372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-145380000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2000379.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16057.18000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4207.37000000</valUSD>
        <pctVal>0.000139433663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>923772.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4207.37000000</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__05788526"/>
        </identifiers>
        <balance>9103959.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>-14048.10000000</valUSD>
        <pctVal>-0.00046555878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9103959.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14048.10000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3860.88000000</valUSD>
        <pctVal>0.000127950868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>847697.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3860.88000000</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>13020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>780.11000000</valUSD>
        <pctVal>0.000025853109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13020000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1523204.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>780.11000000</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>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2980.82000000</valUSD>
        <pctVal>0.000098785382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1522576.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2980.82000000</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__05711684"/>
        </identifiers>
        <balance>9699919.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-371496.20000000</valUSD>
        <pctVal>-0.01231150963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9699919.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35510000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-371496.20000000</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__05831939"/>
        </identifiers>
        <balance>896081.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4109.43000000</valUSD>
        <pctVal>-0.00013618789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-896081.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4109.43000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4138.03000000</valUSD>
        <pctVal>0.000137135712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>912884.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4138.03000000</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>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1577.62000000</valUSD>
        <pctVal>0.000052282860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>737312.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1577.62000000</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__05788545"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4625.03000000</valUSD>
        <pctVal>0.000153275057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6981269.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4625.03000000</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__05697965"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2895.27000000</valUSD>
        <pctVal>-0.00009595022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7937367.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2895.27000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3415.87000000</valUSD>
        <pctVal>0.000113203086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>528941.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3415.87000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836284"/>
        </identifiers>
        <balance>430385.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-739.65000000</valUSD>
        <pctVal>-0.00002451225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430385.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-739.65000000</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>4640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>23986.06000000</valUSD>
        <pctVal>0.000794906135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4640000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5526564.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>23986.06000000</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__05776456"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4153.35000000</valUSD>
        <pctVal>0.000137643422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2273879.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4153.35000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833705"/>
        </identifiers>
        <balance>718418.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1532.06000000</valUSD>
        <pctVal>0.000050772986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-718418.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10280000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1532.06000000</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__05776473"/>
        </identifiers>
        <balance>1885150.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10305.89000000</valUSD>
        <pctVal>0.000341540678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1885150.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9530000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10305.89000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756110"/>
        </identifiers>
        <balance>382951.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2938.00000000</valUSD>
        <pctVal>-0.00009736631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382951.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2938.00000000</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__05776540"/>
        </identifiers>
        <balance>1420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>10514.84000000</valUSD>
        <pctVal>0.000348465351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>14494762.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10514.84000000</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__05685037"/>
        </identifiers>
        <balance>6702525.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>4043.02000000</valUSD>
        <pctVal>0.000133987049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6702525.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4043.02000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>600.25000000</valUSD>
        <pctVal>0.000019892487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>593692.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>600.25000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1976.00000000</valUSD>
        <pctVal>0.000065485307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>533026.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1976.00000000</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__05833363"/>
        </identifiers>
        <balance>807670.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4667.57000000</valUSD>
        <pctVal>-0.00015468484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-807670.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6910000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4667.57000000</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__05797810"/>
        </identifiers>
        <balance>7019070.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-2283.90000000</valUSD>
        <pctVal>-0.00007568921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7019070.54000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2283.90000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756109"/>
        </identifiers>
        <balance>382962.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2948.97000000</valUSD>
        <pctVal>-0.00009772986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382962.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2948.97000000</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__05685026"/>
        </identifiers>
        <balance>7003124.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>4698.80000000</valUSD>
        <pctVal>0.000155719820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7003124.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4698.80000000</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__05749101"/>
        </identifiers>
        <balance>73934077.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1704834.00000000</valUSD>
        <pctVal>-0.05649877500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73934077.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96200000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1704834.00000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831741"/>
        </identifiers>
        <balance>1121552.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4335.04000000</valUSD>
        <pctVal>-0.00014366469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1121552.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>124000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4335.04000000</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__05749108"/>
        </identifiers>
        <balance>6659287.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>9068.22000000</valUSD>
        <pctVal>0.000300523875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6659287.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9068.22000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-7914.42000000</valUSD>
        <pctVal>-0.00026228655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390157.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7914.42000000</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__05749153"/>
        </identifiers>
        <balance>10601035.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>5899.18000000</valUSD>
        <pctVal>0.000195500819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10601035.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5899.18000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836023"/>
        </identifiers>
        <balance>2107813.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85.11000000</valUSD>
        <pctVal>-0.00000282057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2107813.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2610000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-85.11000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832600"/>
        </identifiers>
        <balance>394838.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4605.75000000</valUSD>
        <pctVal>0.000152636111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394838.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>291000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4605.75000000</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>13140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050003"/>
        <valUSD>-916.87000000</valUSD>
        <pctVal>-0.00003038538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13140000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>659036.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-916.87000000</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__05705732"/>
        </identifiers>
        <balance>8460520.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>7094.37000000</valUSD>
        <pctVal>0.000235109819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8460520.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7094.37000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836269"/>
        </identifiers>
        <balance>430477.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-832.29000000</valUSD>
        <pctVal>-0.00002758237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430477.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-832.29000000</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>2190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-504.11000000</valUSD>
        <pctVal>-0.00001670637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2190000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1643638.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-504.11000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3373.73000000</valUSD>
        <pctVal>0.000111806552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>901302.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3373.73000000</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__05736743"/>
        </identifiers>
        <balance>11594562.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>16816.58000000</valUSD>
        <pctVal>0.000557307145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11594562.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16816.58000000</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__05835673"/>
        </identifiers>
        <balance>2866188.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8168.48000000</valUSD>
        <pctVal>-0.00027070618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2866188.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2410000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-8168.48000000</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>11980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429814"/>
        <valUSD>2196.04000000</valUSD>
        <pctVal>0.000072777507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11980000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>165713.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2196.04000000</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>130130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429727"/>
        <valUSD>22817.47000000</valUSD>
        <pctVal>0.000756178668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130130000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1798989.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22817.47000000</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__05833768"/>
        </identifiers>
        <balance>436506.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-723.38000000</valUSD>
        <pctVal>-0.00002397305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-436506.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1420000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-723.38000000</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__05776484"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2337.68000000</valUSD>
        <pctVal>-0.00007747150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10494177.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2337.68000000</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__05836194"/>
        </identifiers>
        <balance>895848.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4844.74000000</valUSD>
        <pctVal>-0.00016055632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-895848.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7620000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4844.74000000</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__05818350"/>
        </identifiers>
        <balance>395224.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2847.09000000</valUSD>
        <pctVal>0.000094353524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395224.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2847.09000000</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__05692030"/>
        </identifiers>
        <balance>7277186.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>3120.59000000</valUSD>
        <pctVal>0.000103417407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7277186.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3120.59000000</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__05705720"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-11119.63000000</valUSD>
        <pctVal>-0.00036850829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6641636.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11119.63000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>994.00000000</valUSD>
        <pctVal>0.000032941495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>490119.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>994.00000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-616.13000000</valUSD>
        <pctVal>-0.00002041875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>524909.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-616.13000000</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>17010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049990"/>
        <valUSD>2513.20000000</valUSD>
        <pctVal>0.000083288297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17010000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>856836.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2513.20000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3474.40000000</valUSD>
        <pctVal>0.000115142790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>809886.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3474.40000000</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>164240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>3689141.84000000</valUSD>
        <pctVal>0.122259407524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-164240000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>136321573.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3689141.84000000</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__05797791"/>
        </identifiers>
        <balance>10382350.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-4116.88000000</valUSD>
        <pctVal>-0.00013643479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10382350.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4116.88000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-227.70000000</valUSD>
        <pctVal>-0.00000754605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>481909.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-227.70000000</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>96000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999970"/>
        <valUSD>1389.38000000</valUSD>
        <pctVal>0.000046044522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-96000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>866332.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1389.38000000</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__05776559"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6900.08000000</valUSD>
        <pctVal>0.000228670983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7464312.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6900.08000000</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>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4183.04000000</valUSD>
        <pctVal>0.000138627359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1053569.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4183.04000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836281"/>
        </identifiers>
        <balance>861088.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1796.97000000</valUSD>
        <pctVal>-0.00005955219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-861088.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2800000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1796.97000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724063"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6797.36000000</valUSD>
        <pctVal>-0.00022526680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>3316067.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6797.36000000</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>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>369.64000000</valUSD>
        <pctVal>0.000012249994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>646014.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>369.64000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705698"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-14317.75000000</valUSD>
        <pctVal>-0.00047449507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11105660.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14317.75000000</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__05717570"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-14920.68000000</valUSD>
        <pctVal>-0.00049447637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9773426.09000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14920.68000000</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>WHEAT FUTURE(CBT) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="W U1 COMDTY"/>
        </identifiers>
        <balance>-260.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-351587.50000000</valUSD>
        <pctVal>-0.01165172858</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Wheat Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-14</expDate>
            <notionalAmt>-8481912.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-351587.50000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05749148"/>
        </identifiers>
        <balance>12211018.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>7431.09000000</valUSD>
        <pctVal>0.000246268834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12211018.71000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7431.09000000</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__05685058"/>
        </identifiers>
        <balance>1280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6038.87000000</valUSD>
        <pctVal>-0.00020013019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12933021.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6038.87000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3776.33000000</valUSD>
        <pctVal>0.000125148852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>686959.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3776.33000000</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>734000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199529"/>
        <valUSD>-11765.86000000</valUSD>
        <pctVal>-0.00038992457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>995767.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11765.86000000</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__05685019"/>
        </identifiers>
        <balance>11074044.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>6128.32000000</valUSD>
        <pctVal>0.000203094596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11074044.66000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6128.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685080"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4988.67000000</valUSD>
        <pctVal>-0.00016532620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7261213.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4988.67000000</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>325000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999996"/>
        <valUSD>-1634.80000000</valUSD>
        <pctVal>-0.00005417782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-325000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2926556.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1634.80000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831675"/>
        </identifiers>
        <balance>2714956.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12010.49000000</valUSD>
        <pctVal>-0.00039803169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2714956.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-12010.49000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835948"/>
        </identifiers>
        <balance>3256085.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2170.81000000</valUSD>
        <pctVal>0.000071941377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3256085.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4340000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2170.81000000</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>3030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>8239.81000000</valUSD>
        <pctVal>0.000273070088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3030000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3601518.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>8239.81000000</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>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000078"/>
        <valUSD>3212.18000000</valUSD>
        <pctVal>0.000106452730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>705978.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3212.18000000</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__05825886"/>
        </identifiers>
        <balance>123781107.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-479776.54000000</valUSD>
        <pctVal>-0.01589995670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-123781107.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13683000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-479776.54000000</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__05705734"/>
        </identifiers>
        <balance>11892910.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>9042.67000000</valUSD>
        <pctVal>0.000299677140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11892910.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9042.67000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832374"/>
        </identifiers>
        <balance>595000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1062.49000000</valUSD>
        <pctVal>-0.00003521127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-595000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1062.49000000</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>10470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>-1416.99000000</valUSD>
        <pctVal>-0.00004695952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10470000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1222836.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1416.99000000</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__05765712"/>
        </identifiers>
        <balance>10168509.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-2835.53000000</valUSD>
        <pctVal>-0.00009397042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10168509.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2835.53000000</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__05831591"/>
        </identifiers>
        <balance>769008.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3173.31000000</valUSD>
        <pctVal>-0.00010516456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-769008.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3173.31000000</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__05736747"/>
        </identifiers>
        <balance>7057537.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>10238.70000000</valUSD>
        <pctVal>0.000339313978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7057537.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10238.70000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05678970"/>
        </identifiers>
        <balance>128068027.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1305082.18000000</valUSD>
        <pctVal>0.043250864568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-128068027.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9478430000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1305082.18000000</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>300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>287.94000000</valUSD>
        <pctVal>0.000009542428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>225513.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>287.94000000</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>62180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520000"/>
        <valUSD>47927.29000000</valUSD>
        <pctVal>0.001588326590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-62180000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>7273790.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>47927.29000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05805727"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1251.57000000</valUSD>
        <pctVal>0.000041477452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2172510.72000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1251.57000000</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>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-1694.23000000</valUSD>
        <pctVal>-0.00005614735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>906713.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1694.23000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05692079"/>
        </identifiers>
        <balance>2110661.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10699.68000000</valUSD>
        <pctVal>0.000354591011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2110661.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>155420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10699.68000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3824.86000000</valUSD>
        <pctVal>0.000126757153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1178057.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3824.86000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836110"/>
        </identifiers>
        <balance>57518825.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78405.07000000</valUSD>
        <pctVal>0.002598370521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57518825.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53240000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>78405.07000000</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>147190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429742"/>
        <valUSD>-6636.05000000</valUSD>
        <pctVal>-0.00021992094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-147190000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2002391.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6636.05000000</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__05749096"/>
        </identifiers>
        <balance>2267319.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664534"/>
        <valUSD>-2430.04000000</valUSD>
        <pctVal>-0.00008053234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2267319.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2430.04000000</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__05705741"/>
        </identifiers>
        <balance>6645202.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>5848.87000000</valUSD>
        <pctVal>0.000193833528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6645202.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5848.87000000</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>140000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429736"/>
        <valUSD>24306.00000000</valUSD>
        <pctVal>0.000805509055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-140000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1935195.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>24306.00000000</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__05797762"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2720.17000000</valUSD>
        <pctVal>0.000090147353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6760718.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2720.17000000</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>262000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199645"/>
        <valUSD>-319.61000000</valUSD>
        <pctVal>-0.00001059198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-262000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>359317.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-319.61000000</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__05717609"/>
        </identifiers>
        <balance>3752435.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32615.35000000</valUSD>
        <pctVal>-0.00108088372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3752435.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>272530000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-32615.35000000</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__05685022"/>
        </identifiers>
        <balance>8523810.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>5921.58000000</valUSD>
        <pctVal>0.000196243162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8523810.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5921.58000000</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__05697952"/>
        </identifiers>
        <balance>3192613.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35430.22000000</valUSD>
        <pctVal>0.001174169466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3192613.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>35430.22000000</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__05736751"/>
        </identifiers>
        <balance>9481848.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>13216.45000000</valUSD>
        <pctVal>0.000437997620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9481848.43000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13216.45000000</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>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1391.82000000</valUSD>
        <pctVal>0.000046125385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>722112.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1391.82000000</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>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1363.02000000</valUSD>
        <pctVal>0.000045170943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>722083.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1363.02000000</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>10880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519998"/>
        <valUSD>-781.18000000</valUSD>
        <pctVal>-0.00002588856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>NOK</curSold>
            <amtCurPur>1263570.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-781.18000000</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>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4930.04000000</valUSD>
        <pctVal>0.000163383191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1372565.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4930.04000000</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>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>27.94000000</valUSD>
        <pctVal>0.000000925941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1126633.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>27.94000000</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>5040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>25348.22000000</valUSD>
        <pctVal>0.000840048578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6002287.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>25348.22000000</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__05788517"/>
        </identifiers>
        <balance>155648557.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-259294.84000000</valUSD>
        <pctVal>-0.00859311864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-155648557.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>192420000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-259294.84000000</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__05776462"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>5218.05000000</valUSD>
        <pctVal>0.000172927940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2368255.24000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5218.05000000</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__05705786"/>
        </identifiers>
        <balance>2459928.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-476.69000000</valUSD>
        <pctVal>-0.00001579766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2459928.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>180190000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-476.69000000</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>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-1839.43000000</valUSD>
        <pctVal>-0.00006095933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>906568.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1839.43000000</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__05711634"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4399.95000000</valUSD>
        <pctVal>-0.00014581583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6759034.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4399.95000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805846"/>
        </identifiers>
        <balance>43451.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>473.75000000</valUSD>
        <pctVal>0.000015700235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43451.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>473.75000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05805837"/>
        </identifiers>
        <balance>29881633.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>904.01000000</valUSD>
        <pctVal>0.000029959196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29881633.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40170000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>904.01000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05678883"/>
        </identifiers>
        <balance>2443355.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69151.39000000</valUSD>
        <pctVal>-0.00229170043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2443355.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2940000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-69151.39000000</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>14640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050013"/>
        <valUSD>3085.46000000</valUSD>
        <pctVal>0.000102253187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>738375.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3085.46000000</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>139130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429754"/>
        <valUSD>22123.46000000</valUSD>
        <pctVal>0.000733178942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-139130000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1921138.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22123.46000000</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__05797778"/>
        </identifiers>
        <balance>13331107.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4926.26000000</valUSD>
        <pctVal>-0.00016325792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13331107.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1310000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4926.26000000</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__05685076"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4301.85000000</valUSD>
        <pctVal>-0.00014256476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6759873.21000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4301.85000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1731.08000000</valUSD>
        <pctVal>0.000057368576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>737383.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1731.08000000</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__05736722"/>
        </identifiers>
        <balance>2212696.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>55.53000000</valUSD>
        <pctVal>0.000001840282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2212696.43000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>55.53000000</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>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849997"/>
        <valUSD>-353.17000000</valUSD>
        <pctVal>-0.00001170417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>426223.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-353.17000000</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__05812348"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2230.45000000</valUSD>
        <pctVal>-0.00007391786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6879027.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2230.45000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836249"/>
        </identifiers>
        <balance>460529.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>995.00000000</valUSD>
        <pctVal>0.000032974636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-460529.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6590000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>995.00000000</unrealizedAppr>
          </fwdDeriv>
        </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>1331087.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150386209.26000000</valUSD>
        <pctVal>4.983849806090</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__05835665"/>
        </identifiers>
        <balance>975832.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3394.32000000</valUSD>
        <pctVal>-0.00011248891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-975832.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3394.32000000</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__05711678"/>
        </identifiers>
        <balance>347016.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4293.75000000</valUSD>
        <pctVal>-0.00014229632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-347016.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>386000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4293.75000000</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>80180.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3917594.80000000</valUSD>
        <pctVal>0.129830415836</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>26.01000000</valUSD>
        <pctVal>0.000000861980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>349676.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>26.01000000</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>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700005"/>
        <valUSD>216.70000000</valUSD>
        <pctVal>0.000007181511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>PLN</curSold>
            <amtCurPur>147314.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>216.70000000</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__05711671"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6414.39000000</valUSD>
        <pctVal>-0.00021257505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8060564.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6414.39000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-467.66000000</valUSD>
        <pctVal>-0.00001549841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>637670.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-467.66000000</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__05831909"/>
        </identifiers>
        <balance>668358.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1631.91000000</valUSD>
        <pctVal>-0.00005408204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-668358.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1631.91000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-656.90000000</valUSD>
        <pctVal>-0.00002176988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382908.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-656.90000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1083.39000000</valUSD>
        <pctVal>-0.00003590391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382481.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1083.39000000</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__05711587"/>
        </identifiers>
        <balance>8746154.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>15672.25000000</valUSD>
        <pctVal>0.000519383662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8746154.37000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>15672.25000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05836352"/>
        </identifiers>
        <balance>1493618.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1652.22000000</valUSD>
        <pctVal>-0.00005475512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1493618.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1652.22000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>458.80000000</valUSD>
        <pctVal>0.000015204787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>517533.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>458.80000000</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__05788583"/>
        </identifiers>
        <balance>7243006.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-4745.76000000</valUSD>
        <pctVal>-0.00015727609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7243006.07000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4745.76000000</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>137760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429748"/>
        <valUSD>22822.75000000</valUSD>
        <pctVal>0.000756353649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1903138.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22822.75000000</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="AUD" exchangeRt="1.33200099"/>
        <valUSD>978.07000000</valUSD>
        <pctVal>0.000032413570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503980.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>978.07000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05836137"/>
        </identifiers>
        <balance>1085660.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6081.07000000</valUSD>
        <pctVal>-0.00020152871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1085660.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9290000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6081.07000000</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>129510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429718"/>
        <valUSD>30515.94000000</valUSD>
        <pctVal>0.001011308566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129510000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1798225.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>30515.94000000</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__05685013"/>
        </identifiers>
        <balance>8021268.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>5008.13000000</valUSD>
        <pctVal>0.000165971120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8021268.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5008.13000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835945"/>
        </identifiers>
        <balance>3201987.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3715.70000000</valUSD>
        <pctVal>0.000123139553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3201987.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4270000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3715.70000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1403.99000000</valUSD>
        <pctVal>0.000046528703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>630279.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1403.99000000</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__05776474"/>
        </identifiers>
        <balance>1844978.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14676.88000000</valUSD>
        <pctVal>0.000486396764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1844978.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9350000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14676.88000000</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__05749125"/>
        </identifiers>
        <balance>7065294.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>4173.97000000</valUSD>
        <pctVal>0.000138326776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7065294.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4173.97000000</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>1280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>760.18000000</valUSD>
        <pctVal>0.000025192622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1280000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1034435.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>760.18000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-5043.20000000</valUSD>
        <pctVal>-0.00016713335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393028.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5043.20000000</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__05833357"/>
        </identifiers>
        <balance>678675.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3502.53000000</valUSD>
        <pctVal>-0.00011607502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-678675.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5810000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3502.53000000</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__05836315"/>
        </identifiers>
        <balance>17068194.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21099.38000000</valUSD>
        <pctVal>-0.00069924058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17068194.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12340000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-21099.38000000</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>7760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214999"/>
        <valUSD>3509.48000000</valUSD>
        <pctVal>0.000116305353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7760000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910883.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3509.48000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>584.60000000</valUSD>
        <pctVal>0.000019373841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>552597.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>584.60000000</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__05797796"/>
        </identifiers>
        <balance>11599802.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4133.25000000</valUSD>
        <pctVal>-0.00013697730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11599802.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4133.25000000</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__05776539"/>
        </identifiers>
        <balance>1450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>10804.99000000</valUSD>
        <pctVal>0.000358081020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>14801571.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10804.99000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>810.57000000</valUSD>
        <pctVal>0.000026862563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503813.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>810.57000000</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  Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOZ1 COMDTY"/>
        </identifiers>
        <balance>-69.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93492.00000000</valUSD>
        <pctVal>-0.00309835648</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>GOLDMAN SACHS</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>2021-12-14</expDate>
            <notionalAmt>-2504772.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-93492.00000000</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>6760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>2781.62000000</valUSD>
        <pctVal>0.000092183827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6760000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>793226.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2781.62000000</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>2650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>10053.00000000</valUSD>
        <pctVal>0.000333159817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>2876932.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>10053.00000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>4263.46000000</valUSD>
        <pctVal>0.000141292505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>574833.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4263.46000000</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>43480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>180139.65000000</valUSD>
        <pctVal>0.005969888889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43480000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>5233398.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>180139.65000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835786"/>
        </identifiers>
        <balance>677380.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>407.41000000</valUSD>
        <pctVal>0.000013501705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-677380.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>407.41000000</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__05765679"/>
        </identifiers>
        <balance>7118405.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2037.35000000</valUSD>
        <pctVal>-0.00006751846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7118405.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2037.35000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831948"/>
        </identifiers>
        <balance>823425.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3531.41000000</valUSD>
        <pctVal>-0.00011703212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-823425.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3531.41000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825906"/>
        </identifiers>
        <balance>1015932.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1431.05000000</valUSD>
        <pctVal>-0.00004742548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1015932.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75570000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1431.05000000</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>206140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-17858.87000000</valUSD>
        <pctVal>-0.00059184898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-206140000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>10310947.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-17858.87000000</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__05797795"/>
        </identifiers>
        <balance>8347162.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-3375.91000000</valUSD>
        <pctVal>-0.00011187879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8347162.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3375.91000000</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>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>838.85000000</valUSD>
        <pctVal>0.000027799772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>487667.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>838.85000000</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>312000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199580"/>
        <valUSD>-14312.42000000</valUSD>
        <pctVal>-0.00047431843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>413957.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14312.42000000</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__05832143"/>
        </identifiers>
        <balance>547156.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1641.93000000</valUSD>
        <pctVal>-0.00005441411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-547156.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1641.93000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776574"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7780.65000000</valUSD>
        <pctVal>0.000257853370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7370398.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7780.65000000</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__05836210"/>
        </identifiers>
        <balance>963341.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2179.65000000</valUSD>
        <pctVal>-0.00007223433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963341.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8220000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2179.65000000</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__05805749"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3142.68000000</valUSD>
        <pctVal>-0.00010414947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7628997.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3142.68000000</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__05835678"/>
        </identifiers>
        <balance>2032352.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4462.09000000</valUSD>
        <pctVal>-0.00014787517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2032352.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4462.09000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835640"/>
        </identifiers>
        <balance>119558172.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>101256.58000000</valUSD>
        <pctVal>0.003355677286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-119558172.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13281000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>101256.58000000</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__05749109"/>
        </identifiers>
        <balance>7361712.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>10478.98000000</valUSD>
        <pctVal>0.000347276939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7361712.01000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10478.98000000</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__05805775"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2282.37000000</valUSD>
        <pctVal>-0.00007563851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6980026.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2282.37000000</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__05756056"/>
        </identifiers>
        <balance>2169003.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-330.32000000</valUSD>
        <pctVal>-0.00001094691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2169003.84000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-330.32000000</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__05831795"/>
        </identifiers>
        <balance>433733.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1262.24000000</valUSD>
        <pctVal>-0.00004183106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433733.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1262.24000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831612"/>
        </identifiers>
        <balance>859969.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4036.80000000</valUSD>
        <pctVal>-0.00013378091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-859969.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4036.80000000</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__05765683"/>
        </identifiers>
        <balance>6910013.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-1393.43000000</valUSD>
        <pctVal>-0.00004617874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6910013.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1393.43000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1359.86000000</valUSD>
        <pctVal>-0.00004506622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382205.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1359.86000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1104.89000000</valUSD>
        <pctVal>0.000036616428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>609017.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1104.89000000</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>580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48980902"/>
        <valUSD>130.62000000</valUSD>
        <pctVal>0.000004328790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>INR</curSold>
            <amtCurPur>7916.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>130.62000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685142"/>
        </identifiers>
        <balance>393488.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2280.41000000</valUSD>
        <pctVal>-0.00007557355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393488.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2280.41000000</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>3300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-3169.95000000</valUSD>
        <pctVal>-0.00010505321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3300000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3910302.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3169.95000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831624"/>
        </identifiers>
        <balance>3312906.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15312.38000000</valUSD>
        <pctVal>-0.00050745744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3312906.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>366000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-15312.38000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836291"/>
        </identifiers>
        <balance>429224.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>421.52000000</valUSD>
        <pctVal>0.000013969315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429224.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>421.52000000</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__05705707"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-13254.71000000</valUSD>
        <pctVal>-0.00043926556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8358633.69000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13254.71000000</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__05765688"/>
        </identifiers>
        <balance>6827582.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-3616.78000000</valUSD>
        <pctVal>-0.00011986131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6827582.07000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3616.78000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835576"/>
        </identifiers>
        <balance>353033.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1650.82000000</valUSD>
        <pctVal>-0.00005470873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-353033.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1650.82000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2675.27000000</valUSD>
        <pctVal>0.000088659352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1080206.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2675.27000000</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__05692040"/>
        </identifiers>
        <balance>6780138.03000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>1931.86000000</valUSD>
        <pctVal>0.000064022493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6780138.03000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1931.86000000</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__05749158"/>
        </identifiers>
        <balance>7675398.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>4004.57000000</valUSD>
        <pctVal>0.000132712803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7675398.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4004.57000000</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__05736752"/>
        </identifiers>
        <balance>7758571.59000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>11811.14000000</valUSD>
        <pctVal>0.000391425171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7758571.59000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11811.14000000</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__05705745"/>
        </identifiers>
        <balance>9556459.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>9425.19000000</valUSD>
        <pctVal>0.000312353982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9556459.45000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9425.19000000</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__05776503"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6254.39000000</valUSD>
        <pctVal>0.000207272598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8220255.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6254.39000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3324.80000000</valUSD>
        <pctVal>0.000110184995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>901253.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3324.80000000</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__05765684"/>
        </identifiers>
        <balance>9355475.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-2661.05000000</valUSD>
        <pctVal>-0.00008818809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9355475.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2661.05000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832464"/>
        </identifiers>
        <balance>531331.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-281.20000000</valUSD>
        <pctVal>-0.00000931906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-531331.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-281.20000000</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__05736833"/>
        </identifiers>
        <balance>315136.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4914.91000000</valUSD>
        <pctVal>-0.00016288177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-315136.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>226000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4914.91000000</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__05805802"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-367.65000000</valUSD>
        <pctVal>-0.00001218404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10242562.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-367.65000000</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__05705695"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6877.68000000</valUSD>
        <pctVal>-0.00022792863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6882296.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6877.68000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-691.86000000</valUSD>
        <pctVal>-0.00002292847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382873.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-691.86000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685130"/>
        </identifiers>
        <balance>359737.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1472.50000000</valUSD>
        <pctVal>-0.00004879914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-359737.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>261000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1472.50000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05812364"/>
        </identifiers>
        <balance>129413307.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1133653.53000000</valUSD>
        <pctVal>-0.03756966116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129413307.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>183590000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1133653.53000000</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>83000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999977"/>
        <valUSD>3329.70000000</valUSD>
        <pctVal>0.000110347383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>751144.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3329.70000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05678873"/>
        </identifiers>
        <balance>16534706.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-534652.28000000</valUSD>
        <pctVal>-0.01771855727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16534706.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-534652.28000000</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>3190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-3915.74000000</valUSD>
        <pctVal>-0.00012976894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3190000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3447157.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3915.74000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-723.75000000</valUSD>
        <pctVal>-0.00002398531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382841.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-723.75000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>648.00000000</valUSD>
        <pctVal>0.000021474939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>503748.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>648.00000000</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__05836134"/>
        </identifiers>
        <balance>808501.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5498.24000000</valUSD>
        <pctVal>-0.00018221353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-808501.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6910000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5498.24000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835788"/>
        </identifiers>
        <balance>669897.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>902.41000000</valUSD>
        <pctVal>0.000029906172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-669897.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>902.41000000</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__05749127"/>
        </identifiers>
        <balance>8475327.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>5362.71000000</valUSD>
        <pctVal>0.000177722022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8475327.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5362.71000000</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__05697978"/>
        </identifiers>
        <balance>7534103.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>2307.41000000</valUSD>
        <pctVal>0.000076468347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7534103.54000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2307.41000000</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__05705697"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-12842.27000000</valUSD>
        <pctVal>-0.00042559716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10097551.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12842.27000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711603"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6864.44000000</valUSD>
        <pctVal>-0.00022748986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7448060.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6864.44000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05724102"/>
        </identifiers>
        <balance>314199.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2541.63000000</valUSD>
        <pctVal>-0.00008423047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-314199.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6220000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2541.63000000</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>DJIA MINI e-CBOT  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="DMU1 INDEX"/>
        </identifiers>
        <balance>1134.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1493210.00000000</valUSD>
        <pctVal>0.049485484111</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOT $5 Mini Dow Jones Industr</indexName>
                <indexIdentifier>INDU</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>193549120.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1493210.00000000</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__05788569"/>
        </identifiers>
        <balance>10535778.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-10196.60000000</valUSD>
        <pctVal>-0.00033791877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10535778.33000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10196.60000000</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>287000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198685"/>
        <valUSD>1150.85000000</valUSD>
        <pctVal>0.000038139557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-287000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>395104.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1150.85000000</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>14180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049992"/>
        <valUSD>2759.89000000</valUSD>
        <pctVal>0.000091463687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14180000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>714946.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2759.89000000</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__05765717"/>
        </identifiers>
        <balance>9356700.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2804.31000000</valUSD>
        <pctVal>-0.00009293578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9356700.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2804.31000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832395"/>
        </identifiers>
        <balance>686215.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1440.59000000</valUSD>
        <pctVal>-0.00004774163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-686215.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1440.59000000</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__05797779"/>
        </identifiers>
        <balance>14645131.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-4373.01000000</valUSD>
        <pctVal>-0.00014492302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14645131.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4373.01000000</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__05797759"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1852.73000000</valUSD>
        <pctVal>0.000061400098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7059496.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1852.73000000</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__05788521"/>
        </identifiers>
        <balance>8853926.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-8716.86000000</valUSD>
        <pctVal>-0.00028887968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8853926.18000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8716.86000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05836234"/>
        </identifiers>
        <balance>1614379.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36.03000000</valUSD>
        <pctVal>-0.00000119404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1614379.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2170000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-36.03000000</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>580000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-16563.01000000</valUSD>
        <pctVal>-0.00054890374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-580000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>779580.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-16563.01000000</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>97000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197599"/>
        <valUSD>-3861.33000000</valUSD>
        <pctVal>-0.00012796578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-97000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>129286.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3861.33000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805800"/>
        </identifiers>
        <balance>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1068.01000000</valUSD>
        <pctVal>-0.00003539421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11758213.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1068.01000000</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>389000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000013"/>
        <valUSD>-2082.89000000</valUSD>
        <pctVal>-0.00006902767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>3502737.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2082.89000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831798"/>
        </identifiers>
        <balance>1671787.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4970.63000000</valUSD>
        <pctVal>-0.00016472835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1671787.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>185000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4970.63000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05835667"/>
        </identifiers>
        <balance>1986632.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6178.01000000</valUSD>
        <pctVal>-0.00020474133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1986632.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6178.01000000</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__05831936"/>
        </identifiers>
        <balance>2362333.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10769.81000000</valUSD>
        <pctVal>-0.00035691514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2362333.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>261000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-10769.81000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836079"/>
        </identifiers>
        <balance>670683.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58.04000000</valUSD>
        <pctVal>0.000001923465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670683.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>58.04000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812386"/>
        </identifiers>
        <balance>392986.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-405.65000000</valUSD>
        <pctVal>-0.00001344337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392986.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-405.65000000</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>14640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050013"/>
        <valUSD>2397.15000000</valUSD>
        <pctVal>0.000079442361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>737687.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2397.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05692070"/>
        </identifiers>
        <balance>53668316.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1363366.74000000</valUSD>
        <pctVal>-0.04518243458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53668316.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>450050000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1363366.74000000</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__05692077"/>
        </identifiers>
        <balance>2285229.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12342.59000000</valUSD>
        <pctVal>0.000409037604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2285229.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168330000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12342.59000000</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__05831777"/>
        </identifiers>
        <balance>1555069.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5380.18000000</valUSD>
        <pctVal>-0.00017830098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1555069.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>172000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5380.18000000</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__05831954"/>
        </identifiers>
        <balance>805240.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3366.36000000</valUSD>
        <pctVal>-0.00011156230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-805240.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3366.36000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788506"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4095.15000000</valUSD>
        <pctVal>0.000135714655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2183335.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4095.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05788543"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5311.89000000</valUSD>
        <pctVal>0.000176037830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7905904.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5311.89000000</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__05678960"/>
        </identifiers>
        <balance>54389133.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1831309.59000000</valUSD>
        <pctVal>-0.06069021880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54389133.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>449400000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1831309.59000000</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__05765676"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>450.26000000</valUSD>
        <pctVal>0.000014921768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7206277.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>450.26000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736817"/>
        </identifiers>
        <balance>418050.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3507.32000000</valUSD>
        <pctVal>-0.00011623377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418050.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>302000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3507.32000000</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>265000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999985"/>
        <valUSD>-236.61000000</valUSD>
        <pctVal>-0.00000784133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-265000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2387365.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-236.61000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705724"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-11916.08000000</valUSD>
        <pctVal>-0.00039490291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6941024.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11916.08000000</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__05697976"/>
        </identifiers>
        <balance>6822194.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>1998.89000000</valUSD>
        <pctVal>0.000066243890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6822194.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1998.89000000</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__05684991"/>
        </identifiers>
        <balance>12496063.23000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>6954.47000000</valUSD>
        <pctVal>0.000230473486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12496063.23000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6954.47000000</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__05697967"/>
        </identifiers>
        <balance>10784688.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>4165.95000000</valUSD>
        <pctVal>0.000138060991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10784688.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1060000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4165.95000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805741"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3956.92000000</valUSD>
        <pctVal>-0.00013113366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7417830.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3956.92000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836239"/>
        </identifiers>
        <balance>715180.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>568.49000000</valUSD>
        <pctVal>0.000018839950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-715180.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10220000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>568.49000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-1364.37000000</valUSD>
        <pctVal>-0.00004521568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383088.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1364.37000000</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>129000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576923"/>
        <valUSD>1283.98000000</valUSD>
        <pctVal>0.000042551531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-129000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>115820.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1283.98000000</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>440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1258.33000000</valUSD>
        <pctVal>0.000041701481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>609096.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1258.33000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805853"/>
        </identifiers>
        <balance>390789.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3163.82000000</valUSD>
        <pctVal>0.000104850064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390789.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3163.82000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833741"/>
        </identifiers>
        <balance>773101.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2877.18000000</valUSD>
        <pctVal>0.000095350717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-773101.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11080000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2877.18000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05736744"/>
        </identifiers>
        <balance>12007433.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>16287.88000000</valUSD>
        <pctVal>0.000539785848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12007433.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16287.88000000</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__05749088"/>
        </identifiers>
        <balance>2173174.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-1425.83000000</valUSD>
        <pctVal>-0.00004725248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2173174.08000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1425.83000000</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__05805816"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1113.65000000</valUSD>
        <pctVal>-0.00003690673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8714544.26000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1113.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 3/4 08/15/21</title>
        <cusip>9128284W7</cusip>
        <identifiers>
          <isin value="US9128284W72"/>
        </identifiers>
        <balance>262320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263203519.99000000</valUSD>
        <pctVal>8.722653616439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1204.91000000</valUSD>
        <pctVal>0.000039931124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>774477.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1204.91000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>707.79000000</valUSD>
        <pctVal>0.000023456399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396034.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>707.79000000</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__05788550"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5374.81000000</valUSD>
        <pctVal>0.000178123020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9539733.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5374.81000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835594"/>
        </identifiers>
        <balance>669743.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3017.14000000</valUSD>
        <pctVal>-0.00009998903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-669743.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3017.14000000</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__05831882"/>
        </identifiers>
        <balance>2306794.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9290.36000000</valUSD>
        <pctVal>-0.00030788567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2306794.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>255000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-9290.36000000</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>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6166.63000000</valUSD>
        <pctVal>0.000204364202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1304376.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6166.63000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05812294"/>
        </identifiers>
        <balance>12191116.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>6803.96000000</valUSD>
        <pctVal>0.000225485534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12191116.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6803.96000000</unrealizedAppr>
          </fwdDeriv>
        </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>80495.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2607233.05000000</valUSD>
        <pctVal>0.086404584533</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__05805793"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1111.46000000</valUSD>
        <pctVal>-0.00003683416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6787152.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1111.46000000</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__05831747"/>
        </identifiers>
        <balance>1139714.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4477.12000000</valUSD>
        <pctVal>-0.00014837327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1139714.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4477.12000000</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__05831957"/>
        </identifiers>
        <balance>958998.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3957.31000000</valUSD>
        <pctVal>-0.00013114659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-958998.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>106000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3957.31000000</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__05831621"/>
        </identifiers>
        <balance>3312936.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15342.37000000</valUSD>
        <pctVal>-0.00050845132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3312936.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>366000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-15342.37000000</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__05749143"/>
        </identifiers>
        <balance>6756702.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058228"/>
        <valUSD>4672.71000000</valUSD>
        <pctVal>0.000154855188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6756702.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4672.71000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05736807"/>
        </identifiers>
        <balance>5047059.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17132.19000000</valUSD>
        <pctVal>0.000567766567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5047059.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101070000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>17132.19000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-707.13000000</valUSD>
        <pctVal>-0.00002343452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>524818.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-707.13000000</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__05678930"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1876.49000000</valUSD>
        <pctVal>-0.00006218751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7490709.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1876.49000000</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>95670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982644"/>
        <valUSD>152.20000000</valUSD>
        <pctVal>0.000005043959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95670000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1284488.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>152.20000000</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__05692015"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5158.91000000</valUSD>
        <pctVal>-0.00017096802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8122051.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5158.91000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1039.87000000</valUSD>
        <pctVal>0.000034461643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1106200.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1039.87000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>4003.86000000</valUSD>
        <pctVal>0.000132689273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>582081.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4003.86000000</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>424000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578292"/>
        <valUSD>4901.24000000</valUSD>
        <pctVal>0.000162428750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-424000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381363.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4901.24000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05678917"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3239.47000000</valUSD>
        <pctVal>-0.00010735713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7479055.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3239.47000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717544"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7224.42000000</valUSD>
        <pctVal>-0.00023941972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2095084.22000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7224.42000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832598"/>
        </identifiers>
        <balance>393513.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4557.88000000</valUSD>
        <pctVal>0.000151049683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393513.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4557.88000000</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>104000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51201281"/>
        <valUSD>-1820.05000000</valUSD>
        <pctVal>-0.00006031707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-104000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>140936.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1820.05000000</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  Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQ873"/>
        </identifiers>
        <balance>75.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>74910.00000000</valUSD>
        <pctVal>0.002482542719</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-29</expDate>
            <notionalAmt>5352840.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>74910.00000000</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>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1902.39000000</valUSD>
        <pctVal>0.000063045847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1742529.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1902.39000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835807"/>
        </identifiers>
        <balance>734118.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-430.49000000</valUSD>
        <pctVal>-0.00001426658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734118.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-430.49000000</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>25920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982659"/>
        <valUSD>609.40000000</valUSD>
        <pctVal>0.000020195721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25920000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>348576.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>609.40000000</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__05832554"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-2530.29000000</valUSD>
        <pctVal>-0.00008385466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7127002.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-2530.29000000</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__05697977"/>
        </identifiers>
        <balance>6923243.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>2118.73000000</valUSD>
        <pctVal>0.000070215428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6923243.95000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2118.73000000</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__05736711"/>
        </identifiers>
        <balance>2384706.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>2324.09000000</valUSD>
        <pctVal>0.000077021128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2384706.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2324.09000000</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 JUN23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM3 COMDTY"/>
        </identifiers>
        <balance>-703.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>117100.00000000</valUSD>
        <pctVal>0.003880733580</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-19</expDate>
            <notionalAmt>-174496250.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>117100.00000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832691"/>
        </identifiers>
        <balance>241539.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1299.14000000</valUSD>
        <pctVal>-0.00004305393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-241539.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>320000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1299.14000000</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__05776552"/>
        </identifiers>
        <balance>1970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>18528.37000000</valUSD>
        <pctVal>0.000614036444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1970000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>20142627.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18528.37000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05818331"/>
        </identifiers>
        <balance>1097979.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1185.49000000</valUSD>
        <pctVal>-0.00003928753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1097979.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81700000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1185.49000000</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__05776485"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1892.56000000</valUSD>
        <pctVal>-0.00006272007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9375122.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1892.56000000</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__05736713"/>
        </identifiers>
        <balance>2158868.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>2332.31000000</valUSD>
        <pctVal>0.000077293541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2158868.16000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2332.31000000</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__05705723"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-11126.64000000</valUSD>
        <pctVal>-0.00036874061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6539495.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11126.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812306"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1925.78000000</valUSD>
        <pctVal>-0.00006382100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6983075.31000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1925.78000000</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>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1095.42000000</valUSD>
        <pctVal>0.000036302589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>585289.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1095.42000000</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__05711613"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6295.53000000</valUSD>
        <pctVal>-0.00020863599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7655809.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6295.53000000</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>107450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>370263.71000000</valUSD>
        <pctVal>0.012270664500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-107450000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>116674292.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>370263.71000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832712"/>
        </identifiers>
        <balance>1076604.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3031.33000000</valUSD>
        <pctVal>-0.00010045930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1076604.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1430000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3031.33000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711602"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6780.30000000</valUSD>
        <pctVal>-0.00022470143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7347336.85000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6780.30000000</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__05749157"/>
        </identifiers>
        <balance>8583262.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>4603.36000000</valUSD>
        <pctVal>0.000152556906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8583262.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4603.36000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831654"/>
        </identifiers>
        <balance>841682.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3768.95000000</valUSD>
        <pctVal>-0.00012490427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-841682.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>93000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3768.95000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05756067"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8662.33000000</valUSD>
        <pctVal>-0.00028707254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6764860.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8662.33000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685066"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3330.92000000</valUSD>
        <pctVal>-0.00011038781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6768175.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3330.92000000</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__05749132"/>
        </identifiers>
        <balance>6856759.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4834.71000000</valUSD>
        <pctVal>0.000160223923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6856759.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4834.71000000</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  Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLZ1 COMDTY"/>
        </identifiers>
        <balance>39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8670.00000000</valUSD>
        <pctVal>-0.00028732673</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-19</expDate>
            <notionalAmt>2743740.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8670.00000000</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__05711656"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5556.52000000</valUSD>
        <pctVal>-0.00018414495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7053473.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5556.52000000</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>102470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982665"/>
        <valUSD>8041.71000000</valUSD>
        <pctVal>0.000266504987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1383665.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>8041.71000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05797755"/>
        </identifiers>
        <balance>100546995.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-418554.09000000</valUSD>
        <pctVal>-0.01387102401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100546995.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>123990000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-418554.09000000</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>5690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>1301.75000000</valUSD>
        <pctVal>0.000043140434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5690000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>666631.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1301.75000000</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>139940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>4038367.64000000</valUSD>
        <pctVal>0.133832868575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-139940000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>197369836.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4038367.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805766"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3000.45000000</valUSD>
        <pctVal>-0.00009943592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9002738.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3000.45000000</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__05724079"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-15437.54000000</valUSD>
        <pctVal>-0.00051160529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11606427.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15437.54000000</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__05776511"/>
        </identifiers>
        <balance>15736773.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-13767.07000000</valUSD>
        <pctVal>-0.00045624535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15736773.69000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13767.07000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05812280"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2008.89000000</valUSD>
        <pctVal>-0.00006657529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7230430.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2008.89000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05705773"/>
        </identifiers>
        <balance>384826.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5701.22000000</valUSD>
        <pctVal>-0.00018894035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-384826.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5701.22000000</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__05788561"/>
        </identifiers>
        <balance>9729237.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-10781.43000000</valUSD>
        <pctVal>-0.00035730023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9729237.85000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10781.43000000</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__05685091"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2533.84000000</valUSD>
        <pctVal>-0.00008397231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6876433.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2533.84000000</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 EAFE         Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSU1 INDEX"/>
        </identifiers>
        <balance>512.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98765.00000000</valUSD>
        <pctVal>-0.00327310548</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 mini MSCI EAFE Index</indexName>
                <indexIdentifier>MXEA</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>59083725.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-98765.00000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781348"/>
        <valUSD>1112.43000000</valUSD>
        <pctVal>0.000036866306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>182105.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1112.43000000</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__05831759"/>
        </identifiers>
        <balance>1175895.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4619.25000000</valUSD>
        <pctVal>-0.00015308350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1175895.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>130000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4619.25000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1012.51000000</valUSD>
        <pctVal>0.000033554923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1439861.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1012.51000000</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>1800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>8378.37000000</valUSD>
        <pctVal>0.000277662013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1800000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1955692.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>8378.37000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812298"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2177.51000000</valUSD>
        <pctVal>-0.00007216341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7082365.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2177.51000000</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>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-356.49000000</valUSD>
        <pctVal>-0.00001181419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>745626.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-356.49000000</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>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000037"/>
        <valUSD>1259.08000000</valUSD>
        <pctVal>0.000041726336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-89000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>803133.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1259.08000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736799"/>
        </identifiers>
        <balance>115627.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1090.88000000</valUSD>
        <pctVal>-0.00003615213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115627.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1090.88000000</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__05776549"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>8484.29000000</valUSD>
        <pctVal>0.000281172238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9303825.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8484.29000000</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 SEP22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDU2 COMDTY"/>
        </identifiers>
        <balance>81.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13625.00000000</valUSD>
        <pctVal>-0.00045153710</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>2022-09-19</expDate>
            <notionalAmt>20189712.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13625.00000000</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>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>493.88000000</valUSD>
        <pctVal>0.000016367350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>488481.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>493.88000000</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>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4597.80000000</valUSD>
        <pctVal>0.000152372646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1676152.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4597.80000000</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__05825880"/>
        </identifiers>
        <balance>7491990.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836588"/>
        <valUSD>2007.40000000</valUSD>
        <pctVal>0.000066525914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7491990.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2007.40000000</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__05812327"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2935.32000000</valUSD>
        <pctVal>-0.00009727749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8698967.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2935.32000000</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__05705717"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-11573.94000000</valUSD>
        <pctVal>-0.00038356428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7148129.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11573.94000000</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__05711633"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4821.48000000</valUSD>
        <pctVal>-0.00015978547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7161200.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4821.48000000</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__05812362"/>
        </identifiers>
        <balance>63522520.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-303053.15000000</valUSD>
        <pctVal>-0.01004328382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63522520.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1261720000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-303053.15000000</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>393000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577599"/>
        <valUSD>4426.57000000</valUSD>
        <pctVal>0.000146698026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>353364.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4426.57000000</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>10560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>546.01000000</valUSD>
        <pctVal>0.000018094955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10560000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1235323.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>546.01000000</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>GASOLINE RBOB FUT Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBX1 COMDTY"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>600.60000000</valUSD>
        <pctVal>0.000019904087</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>GOLDMAN SACHS</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>2021-10-29</expDate>
            <notionalAmt>-605858.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>600.60000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685145"/>
        </identifiers>
        <balance>393646.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2438.02000000</valUSD>
        <pctVal>-0.00008079680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393646.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2438.02000000</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__05776556"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8057.61000000</valUSD>
        <pctVal>0.000267031918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8590078.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8057.61000000</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__05765704"/>
        </identifiers>
        <balance>6920708.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058227"/>
        <valUSD>-2644.15000000</valUSD>
        <pctVal>-0.00008762802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6920708.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2644.15000000</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>1440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-418.45000000</valUSD>
        <pctVal>-0.00001386757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1707278.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-418.45000000</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__05736728"/>
        </identifiers>
        <balance>2304644.61000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664527"/>
        <valUSD>-371.47000000</valUSD>
        <pctVal>-0.00001231064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2304644.61000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-371.47000000</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__05788555"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3472.91000000</valUSD>
        <pctVal>0.000115093411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8502563.99000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3472.91000000</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>18250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850000"/>
        <valUSD>8434.84000000</valUSD>
        <pctVal>0.000279533448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18250000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>5609171.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>8434.84000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2294.86000000</valUSD>
        <pctVal>0.000076052436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1176527.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2294.86000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812328"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3147.47000000</valUSD>
        <pctVal>-0.00010430821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10015908.21000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3147.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805781"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2382.60000000</valUSD>
        <pctVal>-0.00007896016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6674841.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2382.60000000</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>5900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>2379.01000000</valUSD>
        <pctVal>0.000078841195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5900000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>692264.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2379.01000000</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>69090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429707"/>
        <valUSD>6353.39000000</valUSD>
        <pctVal>0.000210553492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69090000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>949377.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6353.39000000</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>76520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982670"/>
        <valUSD>19048.50000000</valUSD>
        <pctVal>0.000631273728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76520000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1046302.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19048.50000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>554.80000000</valUSD>
        <pctVal>0.000018386259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>531604.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>554.80000000</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 LEAD FUTURE   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GDSVW159"/>
        </identifiers>
        <balance>31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53990.75000000</valUSD>
        <pctVal>0.001789271704</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Lead Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-13</expDate>
            <notionalAmt>1706034.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>53990.75000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2794.69000000</valUSD>
        <pctVal>0.000092616971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>942180.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2794.69000000</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__05765706"/>
        </identifiers>
        <balance>15247135.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-3595.10000000</valUSD>
        <pctVal>-0.00011914282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15247135.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3595.10000000</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__05776548"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6452.70000000</valUSD>
        <pctVal>0.000213844659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8272027.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6452.70000000</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__05711623"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5469.51000000</valUSD>
        <pctVal>-0.00018126141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8271528.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5469.51000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05797825"/>
        </identifiers>
        <balance>14669193.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8624.83000000</valUSD>
        <pctVal>0.000285829781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14669193.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47820000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8624.83000000</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__05705766"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6715.56000000</valUSD>
        <pctVal>-0.00022255592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8057988.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6715.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05697983"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2843.25000000</valUSD>
        <pctVal>-0.00009422626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6670902.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2843.25000000</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>67330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>464838.82000000</valUSD>
        <pctVal>0.015404915612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67330000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>73342924.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>464838.82000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835792"/>
        </identifiers>
        <balance>607460.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>452.41000000</valUSD>
        <pctVal>0.000014993020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-607460.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>452.41000000</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__05705758"/>
        </identifiers>
        <balance>17201095.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>17027.54000000</valUSD>
        <pctVal>0.000564298430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17201095.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>17027.54000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833744"/>
        </identifiers>
        <balance>786725.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2559.29000000</valUSD>
        <pctVal>0.000084815735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-786725.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11270000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2559.29000000</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>150880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429727"/>
        <valUSD>9201.61000000</valUSD>
        <pctVal>0.000304944465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-150880000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2068594.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9201.61000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831897"/>
        </identifiers>
        <balance>696410.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2654.13000000</valUSD>
        <pctVal>-0.00008795876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-696410.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2654.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805739"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5360.72000000</valUSD>
        <pctVal>-0.00017765607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9753602.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5360.72000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-865.34000000</valUSD>
        <pctVal>-0.00002867766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1090163.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-865.34000000</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>319000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578095"/>
        <valUSD>3042.22000000</valUSD>
        <pctVal>0.000100820199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-319000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>286276.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3042.22000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831633"/>
        </identifiers>
        <balance>796452.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3587.95000000</valUSD>
        <pctVal>-0.00011890587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-796452.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>88000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3587.95000000</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>74000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000036"/>
        <valUSD>3053.51000000</valUSD>
        <pctVal>0.000101194353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>669780.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3053.51000000</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__05832542"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241095"/>
        <valUSD>-72.85000000</valUSD>
        <pctVal>-0.00000241427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-110000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1122751.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-72.85000000</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__05692033"/>
        </identifiers>
        <balance>7271931.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>3735.20000000</valUSD>
        <pctVal>0.000123785790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7271931.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3735.20000000</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__05705743"/>
        </identifiers>
        <balance>7339304.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058228"/>
        <valUSD>7719.67000000</valUSD>
        <pctVal>0.000255832473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7339304.66000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7719.67000000</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__05678928"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2339.80000000</valUSD>
        <pctVal>-0.00007754176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7892518.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2339.80000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>729.46000000</valUSD>
        <pctVal>0.000024174550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>571299.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>729.46000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836027"/>
        </identifiers>
        <balance>1695093.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>780.26000000</valUSD>
        <pctVal>0.000025858080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1695093.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2100000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>780.26000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705719"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-21021.98000000</valUSD>
        <pctVal>-0.00069667552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11966699.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-21021.98000000</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>1207260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>185585.52000000</valUSD>
        <pctVal>0.006150366861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1207260000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>141375969.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>185585.52000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05711591"/>
        </identifiers>
        <balance>6635938.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>11781.75000000</valUSD>
        <pctVal>0.000390451177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6635938.98000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11781.75000000</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>530000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>7253.71000000</valUSD>
        <pctVal>0.000240390401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-530000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>734764.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7253.71000000</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__05749117"/>
        </identifiers>
        <balance>6560602.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>8673.52000000</valUSD>
        <pctVal>0.000287443384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6560602.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8673.52000000</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>1740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>7446.92000000</valUSD>
        <pctVal>0.000246793445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1740000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2411170.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7446.92000000</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__05825865"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1585.87000000</valUSD>
        <pctVal>-0.00005255626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2116548.18000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1585.87000000</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>12130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>829.72000000</valUSD>
        <pctVal>0.000027497201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12130000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1419186.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>829.72000000</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__05685039"/>
        </identifiers>
        <balance>6699841.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>4354.98000000</valUSD>
        <pctVal>0.000144325509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6699841.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4354.98000000</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__05736742"/>
        </identifiers>
        <balance>49838459.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1089991.72000000</valUSD>
        <pctVal>-0.03612269402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49838459.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1089991.72000000</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__05805785"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1904.78000000</valUSD>
        <pctVal>-0.00006312505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6881812.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1904.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05724084"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7385.40000000</valUSD>
        <pctVal>-0.00024475465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8255146.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7385.40000000</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>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1080.32000000</valUSD>
        <pctVal>0.000035802169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1364866.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1080.32000000</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__05729573"/>
        </identifiers>
        <balance>381816.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5354.90000000</valUSD>
        <pctVal>-0.00017746319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381816.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5354.90000000</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__05736771"/>
        </identifiers>
        <balance>6761410.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>9063.19000000</valUSD>
        <pctVal>0.000300357179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6761410.86000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9063.19000000</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__05835725"/>
        </identifiers>
        <balance>127063314.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112665.35000000</valUSD>
        <pctVal>0.003733767780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127063314.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107240000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>112665.35000000</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__05705701"/>
        </identifiers>
        <balance>1370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-18237.32000000</valUSD>
        <pctVal>-0.00060439094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1370000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13828108.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-18237.32000000</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__05776483"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1759.54000000</valUSD>
        <pctVal>-0.00005831175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7640898.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1759.54000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92434999"/>
        <valUSD>1880.78000000</valUSD>
        <pctVal>0.000062329684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>759169.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1880.78000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2529.84000000</valUSD>
        <pctVal>0.000083839752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1383980.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2529.84000000</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__05812331"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3038.17000000</valUSD>
        <pctVal>-0.00010068598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7379334.21000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3038.17000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-742.64000000</valUSD>
        <pctVal>-0.00002461134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>562320.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-742.64000000</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__05697971"/>
        </identifiers>
        <balance>6922216.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>2238.15000000</valUSD>
        <pctVal>0.000074173047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6922216.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2238.15000000</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__05831618"/>
        </identifiers>
        <balance>868974.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4032.09000000</valUSD>
        <pctVal>-0.00013362482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-868974.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4032.09000000</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>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1409.92000000</valUSD>
        <pctVal>0.000046725225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>692135.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1409.92000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51252313"/>
        <valUSD>-5.64000000</valUSD>
        <pctVal>-0.00000018691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>1367.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5.64000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835569"/>
        </identifiers>
        <balance>995511.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4430.87000000</valUSD>
        <pctVal>-0.00014684052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-995511.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4430.87000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05711683"/>
        </identifiers>
        <balance>8474649.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-243622.41000000</valUSD>
        <pctVal>-0.00807372901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8474649.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11780000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-243622.41000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832422"/>
        </identifiers>
        <balance>999555.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-343.19000000</valUSD>
        <pctVal>-0.00001137343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-999555.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1430000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-343.19000000</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>5050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520000"/>
        <valUSD>143.93000000</valUSD>
        <pctVal>0.000004769888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5050000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>586998.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>143.93000000</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>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>6737.58000000</valUSD>
        <pctVal>0.000223285678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1180000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>892622.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6737.58000000</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>206810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>8467.61000000</valUSD>
        <pctVal>0.000280619457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-206810000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>14457062.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8467.61000000</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__05836208"/>
        </identifiers>
        <balance>1027826.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3522.58000000</valUSD>
        <pctVal>-0.00011673949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1027826.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8760000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3522.58000000</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>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1695.62000000</valUSD>
        <pctVal>0.000056193419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>760672.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1695.62000000</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__05836193"/>
        </identifiers>
        <balance>1984738.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10965.53000000</valUSD>
        <pctVal>-0.00036340137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1984738.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16880000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-10965.53000000</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__05724053"/>
        </identifiers>
        <balance>2238529.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664527"/>
        <valUSD>5133.04000000</valUSD>
        <pctVal>0.000170110680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2238529.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5133.04000000</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__05832535"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>217.89000000</valUSD>
        <pctVal>0.000007220948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1807284.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>217.89000000</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>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-2406.98000000</valUSD>
        <pctVal>-0.00007976813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1087797.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2406.98000000</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__05697960"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3009.40000000</valUSD>
        <pctVal>-0.00009973253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7221821.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3009.40000000</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__05711583"/>
        </identifiers>
        <balance>7247316.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>11910.26000000</valUSD>
        <pctVal>0.000394710042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7247316.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11910.26000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11145.96000000</valUSD>
        <pctVal>-0.00036938088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389671.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11145.96000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-541.21000000</valUSD>
        <pctVal>-0.00001793588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>572433.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-541.21000000</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__05756060"/>
        </identifiers>
        <balance>2572929.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>333.38000000</valUSD>
        <pctVal>0.000011048325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2572929.84000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>570000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>333.38000000</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__05692038"/>
        </identifiers>
        <balance>9499009.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4280.23000000</valUSD>
        <pctVal>0.000141848268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9499009.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4280.23000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2311.00000000</valUSD>
        <pctVal>0.000076587321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>813121.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2311.00000000</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>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>430.59000000</valUSD>
        <pctVal>0.000014269898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>443373.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>430.59000000</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__05788522"/>
        </identifiers>
        <balance>8028823.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-7733.84000000</valUSD>
        <pctVal>-0.00025630207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8028823.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7733.84000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805748"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3178.64000000</valUSD>
        <pctVal>-0.00010534120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7322446.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3178.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685043"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2750.15000000</valUSD>
        <pctVal>-0.00009114090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7787567.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2750.15000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>887.50000000</valUSD>
        <pctVal>0.000029412049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>497000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>887.50000000</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__05835841"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1445.89000000</valUSD>
        <pctVal>-0.00004791728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7646958.22000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1445.89000000</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>302000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199591"/>
        <valUSD>-12005.77000000</valUSD>
        <pctVal>-0.00039787527</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-302000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>402537.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12005.77000000</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__05812319"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5560.36000000</valUSD>
        <pctVal>-0.00018427220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>13139998.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5560.36000000</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>7450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520000"/>
        <valUSD>100.62000000</valUSD>
        <pctVal>0.000003334580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7450000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>865856.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>100.62000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849999"/>
        <valUSD>-95.28000000</valUSD>
        <pctVal>-0.00000315761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>282243.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-95.28000000</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__05812337"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2534.30000000</valUSD>
        <pctVal>-0.00008398755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7383642.67000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2534.30000000</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__05831765"/>
        </identifiers>
        <balance>4420938.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15136.11000000</valUSD>
        <pctVal>-0.00050161580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4420938.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>489000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-15136.11000000</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__05685048"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2569.73000000</valUSD>
        <pctVal>-0.00008516172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7180454.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2569.73000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717537"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7031.69000000</valUSD>
        <pctVal>-0.00023303258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2095817.89000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7031.69000000</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__05692020"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5346.47000000</valUSD>
        <pctVal>-0.00017718382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7099632.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5346.47000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05729544"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5011.26000000</valUSD>
        <pctVal>-0.00016607485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2103508.97000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5011.26000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05825872"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6938.44000000</valUSD>
        <pctVal>-0.00022994224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9433786.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6938.44000000</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>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2637.30000000</valUSD>
        <pctVal>0.000087401013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1729450.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2637.30000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836267"/>
        </identifiers>
        <balance>430438.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-792.58000000</valUSD>
        <pctVal>-0.00002626636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430438.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-792.58000000</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__05684997"/>
        </identifiers>
        <balance>10152147.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>6497.11000000</valUSD>
        <pctVal>0.000215316421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10152147.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6497.11000000</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>6950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>3005.29000000</valUSD>
        <pctVal>0.000099596326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6950000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>815666.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3005.29000000</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>12211000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>1510150.83000000</valUSD>
        <pctVal>0.050046908943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12211000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>111546878.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1510150.83000000</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>270000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000001"/>
        <valUSD>11052.70000000</valUSD>
        <pctVal>0.000366290213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-270000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2443704.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>11052.70000000</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>198000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198704"/>
        <valUSD>830.37000000</valUSD>
        <pctVal>0.000027518742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-198000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>272617.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>830.37000000</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>1290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-1643.74000000</valUSD>
        <pctVal>-0.00005447409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1290000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1393931.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1643.74000000</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>424000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578292"/>
        <valUSD>4050.41000000</valUSD>
        <pctVal>0.000134231956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-424000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>380512.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4050.41000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-10995.10000000</valUSD>
        <pctVal>-0.00036438133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389821.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10995.10000000</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>5920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>1999.35000000</valUSD>
        <pctVal>0.000066259134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5920000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>694222.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1999.35000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724057"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4793.11000000</valUSD>
        <pctVal>-0.00015884528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2239823.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4793.11000000</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__05836171"/>
        </identifiers>
        <balance>963719.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4896.27000000</valUSD>
        <pctVal>-0.00016226404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963719.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8200000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4896.27000000</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>1600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5295.74000000</valUSD>
        <pctVal>0.000175502613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1600000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2215616.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5295.74000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>662.28000000</valUSD>
        <pctVal>0.000021948183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>995306.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>662.28000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835787"/>
        </identifiers>
        <balance>1452152.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1248.01000000</valUSD>
        <pctVal>0.000041359473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1452152.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2080000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1248.01000000</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__05717541"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9365.79000000</valUSD>
        <pctVal>-0.00031038544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2674030.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9365.79000000</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>1670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1871.39000000</valUSD>
        <pctVal>-0.00006201849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1978582.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1871.39000000</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>355000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>57.64000000</valUSD>
        <pctVal>0.000001910209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-355000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3198543.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>57.64000000</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>155000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999994"/>
        <valUSD>1486.30000000</valUSD>
        <pctVal>0.000049256484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-155000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1398008.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1486.30000000</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__05692014"/>
        </identifiers>
        <balance>6692972.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>5153.33000000</valUSD>
        <pctVal>0.000170783098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6692972.22000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5153.33000000</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>440000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>-1820.77000000</valUSD>
        <pctVal>-0.00006034093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3962500.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1820.77000000</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>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>142.39000000</valUSD>
        <pctVal>0.000004718852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-890000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>622029.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>142.39000000</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="1.33200101"/>
        <valUSD>-488.52000000</valUSD>
        <pctVal>-0.00001618971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>495006.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-488.52000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05736791"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4255.38000000</valUSD>
        <pctVal>-0.00014102473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7368926.38000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4255.38000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1201.04000000</valUSD>
        <pctVal>0.000039802871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>631831.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1201.04000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729582"/>
        </identifiers>
        <balance>381948.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5486.98000000</valUSD>
        <pctVal>-0.00018184037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381948.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5486.98000000</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  Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWRQ22"/>
        </identifiers>
        <balance>614.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1284280.00000000</valUSD>
        <pctVal>0.042561473292</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-31</expDate>
            <notionalAmt>44022780.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1284280.00000000</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__05832146"/>
        </identifiers>
        <balance>2259176.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5964.88000000</valUSD>
        <pctVal>-0.00019767813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2259176.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5964.88000000</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__05812322"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4681.88000000</valUSD>
        <pctVal>-0.00015515908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12538853.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4681.88000000</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>4410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>20151.10000000</valUSD>
        <pctVal>0.000667814265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5249972.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>20151.10000000</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>5890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>2754.68000000</valUSD>
        <pctVal>0.000091291026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5890000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>691470.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2754.68000000</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__05812339"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2937.01000000</valUSD>
        <pctVal>-0.00009733350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7278756.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2937.01000000</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__05697987"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2989.62000000</valUSD>
        <pctVal>-0.00009907701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7075421.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2989.62000000</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>6270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215005"/>
        <valUSD>1955.49000000</valUSD>
        <pctVal>0.000064805599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6270000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>735104.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1955.49000000</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__05825858"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1133.52000000</valUSD>
        <pctVal>-0.00003756523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2163431.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1133.52000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05685009"/>
        </identifiers>
        <balance>7610825.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>5254.61000000</valUSD>
        <pctVal>0.000174139551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7610825.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5254.61000000</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__05692043"/>
        </identifiers>
        <balance>8801166.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>2846.95000000</valUSD>
        <pctVal>0.000094348885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8801166.21000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2846.95000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776454"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3730.35000000</valUSD>
        <pctVal>0.000123625059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2181946.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3730.35000000</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>1540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-684.62000000</valUSD>
        <pctVal>-0.00002268853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1540000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1665350.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-684.62000000</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__05835845"/>
        </identifiers>
        <balance>6818696.53000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60314667"/>
        <valUSD>2754.62000000</valUSD>
        <pctVal>0.000091289037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6818696.53000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2754.62000000</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    Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XUN1 INDEX"/>
        </identifiers>
        <balance>-950.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36193.00000000</valUSD>
        <pctVal>-0.00119944825</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE China A50 Futures Con</indexName>
                <indexIdentifier>XIN9I</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-29</expDate>
            <notionalAmt>-16398807.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-36193.00000000</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>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5358.81000000</valUSD>
        <pctVal>0.000177592774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1594026.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5358.81000000</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__05678940"/>
        </identifiers>
        <balance>124797.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2269.94000000</valUSD>
        <pctVal>-0.00007522657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-124797.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2269.94000000</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__05749121"/>
        </identifiers>
        <balance>8380905.91000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4541.54000000</valUSD>
        <pctVal>0.000150508170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8380905.91000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4541.54000000</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__05717581"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-11629.18000000</valUSD>
        <pctVal>-0.00038539495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7249734.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11629.18000000</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>22885000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>861859.98000000</valUSD>
        <pctVal>0.028562331049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22885000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>207051606.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>861859.98000000</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>73840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982690"/>
        <valUSD>18069.44000000</valUSD>
        <pctVal>0.000598827349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73840000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1009345.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>18069.44000000</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__05692017"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6798.48000000</valUSD>
        <pctVal>-0.00022530392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10762036.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6798.48000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788527"/>
        </identifiers>
        <balance>10232977.59000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-14760.88000000</valUSD>
        <pctVal>-0.00048918055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10232977.59000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14760.88000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736831"/>
        </identifiers>
        <balance>395896.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6060.34000000</valUSD>
        <pctVal>-0.00020084171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395896.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6060.34000000</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__05832311"/>
        </identifiers>
        <balance>864308.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4846.19000000</valUSD>
        <pctVal>-0.00016060437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-864308.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4846.19000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685156"/>
        </identifiers>
        <balance>393279.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4816.45000000</valUSD>
        <pctVal>-0.00015961878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393279.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4816.45000000</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>2060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>-144.21000000</valUSD>
        <pctVal>-0.00000477916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2060000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1439280.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-144.21000000</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__05797758"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>2084.76000000</valUSD>
        <pctVal>0.000069089651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7776056.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2084.76000000</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>281000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199429"/>
        <valUSD>5925.35000000</valUSD>
        <pctVal>0.000196368101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-281000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>391643.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5925.35000000</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>10400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520001"/>
        <valUSD>-1589.17000000</valUSD>
        <pctVal>-0.00005266563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>NOK</curSold>
            <amtCurPur>1206982.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1589.17000000</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>102480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982646"/>
        <valUSD>6806.61000000</valUSD>
        <pctVal>0.000225573356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102480000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1382564.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>6806.61000000</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__05797776"/>
        </identifiers>
        <balance>11600336.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4195.78000000</valUSD>
        <pctVal>-0.00013904956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11600336.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4195.78000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1008.45000000</valUSD>
        <pctVal>0.000033420373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>616623.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1008.45000000</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__05697991"/>
        </identifiers>
        <balance>7386575.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>2191.35000000</valUSD>
        <pctVal>0.000072622079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7386575.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2191.35000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724062"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4511.77000000</valUSD>
        <pctVal>-0.00014952158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2195733.12000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4511.77000000</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>1870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>1308.99000000</valUSD>
        <pctVal>0.000043380371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1870000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1307971.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1308.99000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685090"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2407.47000000</valUSD>
        <pctVal>-0.00007978436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7080399.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2407.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776550"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6446.54000000</valUSD>
        <pctVal>0.000213640514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7358991.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6446.54000000</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__05736769"/>
        </identifiers>
        <balance>6758662.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>9382.60000000</valUSD>
        <pctVal>0.000310942535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6758662.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9382.60000000</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>1450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>5825.47000000</valUSD>
        <pctVal>0.000193058044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1574495.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5825.47000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835805"/>
        </identifiers>
        <balance>824654.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-129.79000000</valUSD>
        <pctVal>-0.00000430128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-824654.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-129.79000000</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>278000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198858"/>
        <valUSD>-10839.17000000</valUSD>
        <pctVal>-0.00035921375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-278000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>370760.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10839.17000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685134"/>
        </identifiers>
        <balance>622695.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3625.85000000</valUSD>
        <pctVal>-0.00012016189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-622695.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>451000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3625.85000000</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__05765710"/>
        </identifiers>
        <balance>8952290.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-2963.34000000</valUSD>
        <pctVal>-0.00009820608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8952290.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2963.34000000</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>3260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>14866.31000000</valUSD>
        <pctVal>0.000492674538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3260000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3541668.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>14866.31000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1475.13000000</valUSD>
        <pctVal>-0.00004888630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382089.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1475.13000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832410"/>
        </identifiers>
        <balance>608773.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-861.29000000</valUSD>
        <pctVal>-0.00002854344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-608773.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-861.29000000</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__05836131"/>
        </identifiers>
        <balance>760435.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3916.53000000</valUSD>
        <pctVal>-0.00012979512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760435.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6510000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3916.53000000</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__05736762"/>
        </identifiers>
        <balance>6748558.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434809"/>
        <valUSD>10556.92000000</valUSD>
        <pctVal>0.000349859897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6748558.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10556.92000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>4084.66000000</valUSD>
        <pctVal>0.000135367013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>559639.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4084.66000000</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>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6191.80000000</valUSD>
        <pctVal>0.000205198344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1663932.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>6191.80000000</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__05717584"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5986.33000000</valUSD>
        <pctVal>-0.00019838899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7252683.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5986.33000000</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__05776458"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4630.38000000</valUSD>
        <pctVal>0.000153452358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2140211.27000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4630.38000000</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__05832134"/>
        </identifiers>
        <balance>7476716.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29261.09000000</valUSD>
        <pctVal>-0.00096972241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7476716.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6280000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-29261.09000000</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__05717571"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-12716.64000000</valUSD>
        <pctVal>-0.00042143374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8363263.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12716.64000000</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>133420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429730"/>
        <valUSD>22429.72000000</valUSD>
        <pctVal>0.000743328502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-133420000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1843507.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22429.72000000</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>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1737.06000000</valUSD>
        <pctVal>0.000057566755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1189784.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1737.06000000</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__05765713"/>
        </identifiers>
        <balance>9154296.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-2860.59000000</valUSD>
        <pctVal>-0.00009480091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9154296.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2860.59000000</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>291000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199422"/>
        <valUSD>-4632.53000000</valUSD>
        <pctVal>-0.00015352361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-291000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394811.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4632.53000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736834"/>
        </identifiers>
        <balance>397350.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6142.60000000</valUSD>
        <pctVal>-0.00020356784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397350.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6142.60000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05717579"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-12059.81000000</valUSD>
        <pctVal>-0.00039966617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7450190.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12059.81000000</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__05749152"/>
        </identifiers>
        <balance>9389016.81000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>5280.14000000</valUSD>
        <pctVal>0.000174985624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9389016.81000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5280.14000000</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__05717578"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-13158.61000000</valUSD>
        <pctVal>-0.00043608078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8155299.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13158.61000000</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__05812333"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2096.93000000</valUSD>
        <pctVal>-0.00006949296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7184497.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2096.93000000</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>102470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982665"/>
        <valUSD>8251.00000000</valUSD>
        <pctVal>0.000273440928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1383875.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>8251.00000000</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__05711593"/>
        </identifiers>
        <balance>7040247.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>12248.15000000</valUSD>
        <pctVal>0.000405907830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7040247.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12248.15000000</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>538000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199043"/>
        <valUSD>-11641.39000000</valUSD>
        <pctVal>-0.00038579959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-538000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>726850.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11641.39000000</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__05724067"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4974.10000000</valUSD>
        <pctVal>-0.00016484335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2871393.92000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4974.10000000</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>25380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>-1887.42000000</valUSD>
        <pctVal>-0.00006254973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25380000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>7788221.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1887.42000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836018"/>
        </identifiers>
        <balance>2877232.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2323.53000000</valUSD>
        <pctVal>-0.00007700256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2877232.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3560000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2323.53000000</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__05717576"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10077.13000000</valUSD>
        <pctVal>-0.00033395949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6650606.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10077.13000000</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__05836195"/>
        </identifiers>
        <balance>3588215.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19522.54000000</valUSD>
        <pctVal>-0.00064698357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3588215.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30520000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-19522.54000000</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>19650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050002"/>
        <valUSD>5322.88000000</valUSD>
        <pctVal>0.000176402042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>MXN</curSold>
            <amtCurPur>992239.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5322.88000000</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>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-470.49000000</valUSD>
        <pctVal>-0.00001559219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>359889.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-470.49000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1788.21000000</valUSD>
        <pctVal>0.000059261883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>784482.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1788.21000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-1368.77000000</valUSD>
        <pctVal>-0.00004536150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383084.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1368.77000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797798"/>
        </identifiers>
        <balance>7329372.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-2982.58000000</valUSD>
        <pctVal>-0.00009884370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7329372.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2982.58000000</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__05711661"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6551.70000000</valUSD>
        <pctVal>-0.00021712555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7552176.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6551.70000000</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__05776532"/>
        </identifiers>
        <balance>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8698.08000000</valUSD>
        <pctVal>0.000288257311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12044604.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8698.08000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05833624"/>
        </identifiers>
        <balance>401956.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-230.26000000</valUSD>
        <pctVal>-0.00000763089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-401956.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>540000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-230.26000000</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>388000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577582"/>
        <valUSD>-569.27000000</valUSD>
        <pctVal>-0.00001886580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-388000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>343928.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-569.27000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3995.10000000</valUSD>
        <pctVal>0.000132398964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>486132.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3995.10000000</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>8810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>2469.22000000</valUSD>
        <pctVal>0.000081830785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8810000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1032619.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2469.22000000</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 SWEDEN ETF</title>
        <cusip>464286756</cusip>
        <identifiers>
          <isin value="US4642867562"/>
        </identifiers>
        <balance>52300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2426720.00000000</valUSD>
        <pctVal>0.080422321042</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>2450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>1690.49000000</valUSD>
        <pctVal>0.000056023409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2450000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1713628.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1690.49000000</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>5850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>857.70000000</valUSD>
        <pctVal>0.000028424467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5850000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>684896.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>857.70000000</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__05765714"/>
        </identifiers>
        <balance>9356780.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2813.67000000</valUSD>
        <pctVal>-0.00009324597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9356780.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2813.67000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832338"/>
        </identifiers>
        <balance>653529.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3692.09000000</valUSD>
        <pctVal>-0.00012235711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-653529.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3692.09000000</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>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>660.30000000</valUSD>
        <pctVal>0.000021882565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>391050.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>660.30000000</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>9870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-22378.51000000</valUSD>
        <pctVal>-0.00074163138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1940701.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-22378.51000000</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>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-1126.81000000</valUSD>
        <pctVal>-0.00003734286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1808572.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1126.81000000</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>91000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000056"/>
        <valUSD>3598.47000000</valUSD>
        <pctVal>0.000119254512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>823492.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3598.47000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05825891"/>
        </identifiers>
        <balance>54146499.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-248712.41000000</valUSD>
        <pctVal>-0.00824241333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54146499.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1075680000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-248712.41000000</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__05805758"/>
        </identifiers>
        <balance>18425854.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>4292.67000000</valUSD>
        <pctVal>0.000142260534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18425854.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4292.67000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805858"/>
        </identifiers>
        <balance>389746.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2834.39000000</valUSD>
        <pctVal>0.000093932642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-389746.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2834.39000000</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__05729559"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7563.89000000</valUSD>
        <pctVal>-0.00025066987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8152177.77000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7563.89000000</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>12340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>20920.63000000</valUSD>
        <pctVal>0.000693316749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12340000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>17069015.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>20920.63000000</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>SILVER FUTURE     Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIU1 COMDTY"/>
        </identifiers>
        <balance>143.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>87610.00000000</valUSD>
        <pctVal>0.002903425012</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>COMEX Silver Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-28</expDate>
            <notionalAmt>18641100.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>87610.00000000</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>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>5274.01000000</valUSD>
        <pctVal>0.000174782474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1303483.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5274.01000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>942.77000000</valUSD>
        <pctVal>0.000031243716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>854791.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>942.77000000</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__05724106"/>
        </identifiers>
        <balance>41707096.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1482935.67000000</valUSD>
        <pctVal>-0.04914498934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41707096.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>343940000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1482935.67000000</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__05832562"/>
        </identifiers>
        <balance>7009529.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836587"/>
        <valUSD>-907.00000000</valUSD>
        <pctVal>-0.00003005828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7009529.22000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-907.00000000</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>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>-311.20000000</valUSD>
        <pctVal>-0.00001031327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>382571.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-311.20000000</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>112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27583420"/>
        <valUSD>-325.98000000</valUSD>
        <pctVal>-0.00001080308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>99116.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-325.98000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05818303"/>
        </identifiers>
        <balance>191309584.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-306514.62000000</valUSD>
        <pctVal>-0.01015799811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-191309584.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21196000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-306514.62000000</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__05805784"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2004.75000000</valUSD>
        <pctVal>-0.00006643809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6880957.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2004.75000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05812275"/>
        </identifiers>
        <balance>33157019.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-315989.45000000</valUSD>
        <pctVal>-0.01047199717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33157019.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43740000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-315989.45000000</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__05776477"/>
        </identifiers>
        <balance>2258422.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30842.66000000</valUSD>
        <pctVal>0.001022136177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2258422.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11510000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>30842.66000000</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>4570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>1833.92000000</valUSD>
        <pctVal>0.000060776728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4570000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>536202.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1833.92000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685136"/>
        </identifiers>
        <balance>393662.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2454.33000000</valUSD>
        <pctVal>-0.00008133732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393662.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2454.33000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685094"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3594.19000000</valUSD>
        <pctVal>-0.00011911267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8084678.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3594.19000000</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__05805811"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1316.28000000</valUSD>
        <pctVal>-0.00004362196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6988286.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1316.28000000</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__05717608"/>
        </identifiers>
        <balance>1634154.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14266.17000000</valUSD>
        <pctVal>-0.00047278569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1634154.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>118680000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14266.17000000</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__05711627"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5285.09000000</valUSD>
        <pctVal>-0.00017514966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8273105.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5285.09000000</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__05705708"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-12197.47000000</valUSD>
        <pctVal>-0.00040422827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7755247.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12197.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776519"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1971.55000000</valUSD>
        <pctVal>0.000065337833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>3668792.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1971.55000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685144"/>
        </identifiers>
        <balance>49726.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-310.70000000</valUSD>
        <pctVal>-0.00001029670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49726.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-310.70000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831738"/>
        </identifiers>
        <balance>1085246.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4067.60000000</valUSD>
        <pctVal>-0.00013480163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1085246.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4067.60000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705727"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-12597.19000000</valUSD>
        <pctVal>-0.00041747513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8568452.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12597.19000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>822.19000000</valUSD>
        <pctVal>0.000027247654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396148.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>822.19000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805842"/>
        </identifiers>
        <balance>409557.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3613.72000000</valUSD>
        <pctVal>0.000119759902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-409557.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>301000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3613.72000000</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__05836170"/>
        </identifiers>
        <balance>1739746.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1782.24000000</valUSD>
        <pctVal>0.000059064036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1739746.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6630000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1782.24000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836180"/>
        </identifiers>
        <balance>768247.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3527.66000000</valUSD>
        <pctVal>-0.00011690784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-768247.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6540000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3527.66000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836280"/>
        </identifiers>
        <balance>430504.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-858.76000000</valUSD>
        <pctVal>-0.00002845959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430504.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-858.76000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-425.16000000</valUSD>
        <pctVal>-0.00001408994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>637712.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-425.16000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831642"/>
        </identifiers>
        <balance>823581.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3687.90000000</valUSD>
        <pctVal>-0.00012221825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-823581.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3687.90000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>274.32000000</valUSD>
        <pctVal>0.000009091057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>768381.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>274.32000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>908.83000000</valUSD>
        <pctVal>0.000030118933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676584.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>908.83000000</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>2580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>11608.48000000</valUSD>
        <pctVal>0.000384708950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2580000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3071232.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11608.48000000</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>7070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>204.02000000</valUSD>
        <pctVal>0.000006761291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7070000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>826896.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>204.02000000</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>1930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>10420.86000000</valUSD>
        <pctVal>0.000345350822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1930000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2299209.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>10420.86000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831768"/>
        </identifiers>
        <balance>958365.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3324.36000000</valUSD>
        <pctVal>-0.00011017041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-958365.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>106000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3324.36000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836282"/>
        </identifiers>
        <balance>430530.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-885.24000000</valUSD>
        <pctVal>-0.00002933715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430530.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-885.24000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832371"/>
        </identifiers>
        <balance>685823.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1048.59000000</valUSD>
        <pctVal>-0.00003475062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-685823.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1048.59000000</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__05836132"/>
        </identifiers>
        <balance>705221.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4482.83000000</valUSD>
        <pctVal>-0.00014856250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-705221.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6030000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4482.83000000</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__05729551"/>
        </identifiers>
        <balance>2199426.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>3541.46000000</valUSD>
        <pctVal>0.000117365181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2199426.74000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3541.46000000</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__05736778"/>
        </identifiers>
        <balance>7570618.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>9927.45000000</valUSD>
        <pctVal>0.000328999048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7570618.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9927.45000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-6126.66000000</valUSD>
        <pctVal>-0.00020303958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389199.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6126.66000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2925.20000000</valUSD>
        <pctVal>0.000096942116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>499037.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2925.20000000</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>283000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199803"/>
        <valUSD>4428.79000000</valUSD>
        <pctVal>0.000146771597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-283000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>392891.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4428.79000000</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__05717588"/>
        </identifiers>
        <balance>7054247.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>5465.98000000</valUSD>
        <pctVal>0.000181144424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7054247.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5465.98000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2790.30000000</valUSD>
        <pctVal>0.000092471485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>498902.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2790.30000000</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__05836117"/>
        </identifiers>
        <balance>990072.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2297.65000000</valUSD>
        <pctVal>-0.00007614489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990072.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8500000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2297.65000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00J8RB4H81"/>
        </identifiers>
        <balance>255.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-9849.76000000</valUSD>
        <pctVal>-0.00032642437</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>2021-09-17</expDate>
            <notionalAmt>24600042.57000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-9849.76000000</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__05711648"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5456.14000000</valUSD>
        <pctVal>-0.00018081832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8068757.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5456.14000000</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__05705760"/>
        </identifiers>
        <balance>6840782.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>6703.27000000</valUSD>
        <pctVal>0.000222148633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6840782.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6703.27000000</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>5460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3548.11000000</valUSD>
        <pctVal>0.000117585564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5460000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>7546266.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3548.11000000</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__05729548"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6749.35000000</valUSD>
        <pctVal>-0.00022367574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2774313.38000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6749.35000000</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>4200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214993"/>
        <valUSD>1598.72000000</valUSD>
        <pctVal>0.000052982121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4200000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>492703.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1598.72000000</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>691100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>-309351.42000000</valUSD>
        <pctVal>-0.01025201062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-691100000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>47973729.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-309351.42000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833789"/>
        </identifiers>
        <balance>433299.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-585.09000000</valUSD>
        <pctVal>-0.00001939008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433299.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-585.09000000</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>350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324099"/>
        <valUSD>1000.79000000</valUSD>
        <pctVal>0.000033166518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>416066.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1000.79000000</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__05797823"/>
        </identifiers>
        <balance>13731330.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4277.47000000</valUSD>
        <pctVal>-0.00014175680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13731330.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1350000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4277.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711606"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6856.63000000</valUSD>
        <pctVal>-0.00022723103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7346684.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6856.63000000</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>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1070.80000000</valUSD>
        <pctVal>0.000035486673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>789358.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1070.80000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05697953"/>
        </identifiers>
        <balance>2212776.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24776.48000000</valUSD>
        <pctVal>0.000821100921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2212776.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>24776.48000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833663"/>
        </identifiers>
        <balance>659643.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>778.43000000</valUSD>
        <pctVal>0.000025797433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-659643.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9430000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>778.43000000</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__05835846"/>
        </identifiers>
        <balance>7347898.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60314664"/>
        <valUSD>595.52000000</valUSD>
        <pctVal>0.000019735734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7347898.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>595.52000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818338"/>
        </identifiers>
        <balance>541578.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>622.98000000</valUSD>
        <pctVal>0.000020645767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-541578.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>395000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>622.98000000</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>167000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999983"/>
        <valUSD>7137.32000000</valUSD>
        <pctVal>0.000236533197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1511777.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7137.32000000</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>5760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>2152.11000000</valUSD>
        <pctVal>0.000071321652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5760000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>675666.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2152.11000000</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__05685031"/>
        </identifiers>
        <balance>7320856.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>3363.41000000</valUSD>
        <pctVal>0.000111464544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7320856.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3363.41000000</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__05749092"/>
        </identifiers>
        <balance>2760564.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-1502.72000000</valUSD>
        <pctVal>-0.00004980064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2760564.76000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1502.72000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678992"/>
        </identifiers>
        <balance>391019.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2555.94000000</valUSD>
        <pctVal>-0.00008470471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-391019.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2555.94000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835827"/>
        </identifiers>
        <balance>726336.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>364.01000000</valUSD>
        <pctVal>0.000012063414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-726336.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>364.01000000</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__05711607"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7578.67000000</valUSD>
        <pctVal>-0.00025115968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8152051.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7578.67000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1462.63000000</valUSD>
        <pctVal>-0.00004847205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382102.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1462.63000000</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 Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMU1 COMDTY"/>
        </identifiers>
        <balance>2451.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1464208.48000000</valUSD>
        <pctVal>0.048524363936</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>2021-09-15</expDate>
            <notionalAmt>258803034.71000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>1464208.48000000</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__05736763"/>
        </identifiers>
        <balance>7049685.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>11151.34000000</valUSD>
        <pctVal>0.000369559176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7049685.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11151.34000000</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>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1336.25000000</valUSD>
        <pctVal>0.000044283776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1350000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1014849.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1336.25000000</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>1830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5361.60000000</valUSD>
        <pctVal>0.000177685236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1830000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2533415.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5361.60000000</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>270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-18.90000000</valUSD>
        <pctVal>-0.00000062635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-270000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>188643.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-18.90000000</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 AUSTRIA ETF</title>
        <cusip>464286202</cusip>
        <identifiers>
          <isin value="US4642862027"/>
        </identifiers>
        <balance>30976.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>742494.72000000</valUSD>
        <pctVal>0.024606525987</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05818293"/>
        </identifiers>
        <balance>217605.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4789.38000000</valUSD>
        <pctVal>-0.00015872167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-217605.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4789.38000000</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>3670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-4516.27000000</valUSD>
        <pctVal>-0.00014967071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4347738.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4516.27000000</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__05788546"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4959.89000000</valUSD>
        <pctVal>0.000164372431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6779989.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4959.89000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>2956.66000000</valUSD>
        <pctVal>0.000097984711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>581034.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2956.66000000</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__05749090"/>
        </identifiers>
        <balance>3030263.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-1169.16000000</valUSD>
        <pctVal>-0.00003874635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3030263.27000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1169.16000000</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__05765685"/>
        </identifiers>
        <balance>7934065.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-2519.13000000</valUSD>
        <pctVal>-0.00008348481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7934065.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2519.13000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3560.21000000</valUSD>
        <pctVal>0.000117986562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>987857.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3560.21000000</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__05812285"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5102.88000000</valUSD>
        <pctVal>-0.00016911116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9755821.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5102.88000000</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>6190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>2043.72000000</valUSD>
        <pctVal>0.000067729571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6190000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>725838.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2043.72000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835815"/>
        </identifiers>
        <balance>1359345.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3217.51000000</valUSD>
        <pctVal>0.000106629368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1359345.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1950000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3217.51000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836031"/>
        </identifiers>
        <balance>848340.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-404.20000000</valUSD>
        <pctVal>-0.00001339532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-848340.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-404.20000000</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>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>465.50000000</valUSD>
        <pctVal>0.000015426827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>342853.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>465.50000000</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__05836206"/>
        </identifiers>
        <balance>922978.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3911.14000000</valUSD>
        <pctVal>-0.00012961650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-922978.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7860000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3911.14000000</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__05776547"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8277.56000000</valUSD>
        <pctVal>0.000274321136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10519369.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8277.56000000</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__05825863"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-856.49000000</valUSD>
        <pctVal>-0.00002838436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2164486.08000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-856.49000000</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__05765700"/>
        </identifiers>
        <balance>13864598.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-7999.52000000</valUSD>
        <pctVal>-0.00026510679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13864598.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7999.52000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05692042"/>
        </identifiers>
        <balance>7889217.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>2725.85000000</valUSD>
        <pctVal>0.000090335590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7889217.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2725.85000000</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>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>-440.55000000</valUSD>
        <pctVal>-0.00001459997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>75029.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-440.55000000</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__05833747"/>
        </identifiers>
        <balance>808405.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2590.18000000</valUSD>
        <pctVal>0.000085839440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-808405.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11580000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2590.18000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833714"/>
        </identifiers>
        <balance>579358.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3325.12000000</valUSD>
        <pctVal>0.000110195600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-579358.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8320000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3325.12000000</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__05788549"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3491.83000000</valUSD>
        <pctVal>0.000115720426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6767358.18000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3491.83000000</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>2200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>9085.64000000</valUSD>
        <pctVal>0.000301101180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2200000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3048276.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>9085.64000000</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__05835829"/>
        </identifiers>
        <balance>690396.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1366.21000000</valUSD>
        <pctVal>0.000045276661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690396.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1366.21000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1956.35000000</valUSD>
        <pctVal>0.000064834100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1259076.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1956.35000000</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__05765702"/>
        </identifiers>
        <balance>2648686.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058245"/>
        <valUSD>-1307.31000000</valUSD>
        <pctVal>-0.00004332469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2648686.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>260000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1307.31000000</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__05825905"/>
        </identifiers>
        <balance>1136035.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1652.08000000</valUSD>
        <pctVal>-0.00005475048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1136035.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84500000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1652.08000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805783"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2260.10000000</valUSD>
        <pctVal>-0.00007490047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6980216.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2260.10000000</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__05812316"/>
        </identifiers>
        <balance>1720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6353.61000000</valUSD>
        <pctVal>-0.00021056078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>17393806.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6353.61000000</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__05765653"/>
        </identifiers>
        <balance>2548722.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-5171.19000000</valUSD>
        <pctVal>-0.00017137498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2548722.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>560000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5171.19000000</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__05705696"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8860.11000000</valUSD>
        <pctVal>-0.00029362704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7579802.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8860.11000000</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>679040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>-749139.25000000</valUSD>
        <pctVal>-0.02482672795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-679040000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>509090208.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-749139.25000000</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__05836182"/>
        </identifiers>
        <balance>682527.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3165.97000000</valUSD>
        <pctVal>-0.00010492131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-682527.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5810000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3165.97000000</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>842690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3286940.92000000</valUSD>
        <pctVal>0.108930333089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-842690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1003039834.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3286940.92000000</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>3300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>-523.37000000</valUSD>
        <pctVal>-0.00001734465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3300000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>866300.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-523.37000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-415.53000000</valUSD>
        <pctVal>-0.00001377080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>502587.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-415.53000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685075"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4258.80000000</valUSD>
        <pctVal>-0.00014113807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6658798.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4258.80000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05805835"/>
        </identifiers>
        <balance>16510467.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-81303.54000000</valUSD>
        <pctVal>-0.00269442679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16510467.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62540000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-81303.54000000</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>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1227.42000000</valUSD>
        <pctVal>-0.00004067711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1180000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>884657.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1227.42000000</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>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>229.52000000</valUSD>
        <pctVal>0.000007606370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>308037.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>229.52000000</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>4420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>928.10000000</valUSD>
        <pctVal>0.000030757547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4420000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>517757.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>928.10000000</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__05685001"/>
        </identifiers>
        <balance>7612170.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>5098.32000000</valUSD>
        <pctVal>0.000168960048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7612170.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5098.32000000</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>3820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215009"/>
        <valUSD>424.51000000</valUSD>
        <pctVal>0.000014068404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3820000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>447095.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>424.51000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836241"/>
        </identifiers>
        <balance>781183.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-302.54000000</valUSD>
        <pctVal>-0.00001002627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-781183.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11150000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-302.54000000</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__05684977"/>
        </identifiers>
        <balance>156459475.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4092336.46000000</valUSD>
        <pctVal>-0.13562141351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-156459475.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>128430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4092336.46000000</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__05684982"/>
        </identifiers>
        <balance>10364849.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>5504.43000000</valUSD>
        <pctVal>0.000182418670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10364849.34000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5504.43000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756101"/>
        </identifiers>
        <balance>362453.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2861.52000000</valUSD>
        <pctVal>-0.00009483174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-362453.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>405000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2861.52000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4167.21000000</valUSD>
        <pctVal>0.000138102747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>923732.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4167.21000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831576"/>
        </identifiers>
        <balance>1536667.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4998.08000000</valUSD>
        <pctVal>-0.00016563806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1536667.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>170000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4998.08000000</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>1580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7708.80000000</valUSD>
        <pctVal>0.000255472237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>1717018.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7708.80000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>774.14000000</valUSD>
        <pctVal>0.000025655261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>653926.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>774.14000000</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>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420001"/>
        <valUSD>-291.13000000</valUSD>
        <pctVal>-0.00000964814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>334480.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-291.13000000</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>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-436.68000000</valUSD>
        <pctVal>-0.00001447172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-970000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>727791.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-436.68000000</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>350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>444.43000000</valUSD>
        <pctVal>0.000014728560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-350000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>263207.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>444.43000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2178.90000000</valUSD>
        <pctVal>0.000072209482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>568166.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2178.90000000</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__05711652"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5064.66000000</valUSD>
        <pctVal>-0.00016784454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6753350.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5064.66000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832284"/>
        </identifiers>
        <balance>1004775.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5562.69000000</valUSD>
        <pctVal>-0.00018434942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1004775.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1430000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5562.69000000</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__05736727"/>
        </identifiers>
        <balance>2620910.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-407.37000000</valUSD>
        <pctVal>-0.00001350037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2620910.96000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-407.37000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>3788.26000000</valUSD>
        <pctVal>0.000125544216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>581865.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3788.26000000</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__05831714"/>
        </identifiers>
        <balance>1266452.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5077.68000000</valUSD>
        <pctVal>-0.00016827603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1266452.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5077.68000000</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>97000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27584121"/>
        <valUSD>-273.97000000</valUSD>
        <pctVal>-0.00000907945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-97000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>85850.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-273.97000000</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>675000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198847"/>
        <valUSD>10563.36000000</valUSD>
        <pctVal>0.000350073320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-675000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>937109.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10563.36000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05692045"/>
        </identifiers>
        <balance>8499797.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>2500.82000000</valUSD>
        <pctVal>0.000082878020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8499797.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2500.82000000</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>761000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999994"/>
        <valUSD>31027.57000000</valUSD>
        <pctVal>0.001028264157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-761000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>6887501.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>31027.57000000</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>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3091.28000000</valUSD>
        <pctVal>0.000102446064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1868049.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3091.28000000</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__05812352"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2331.60000000</valUSD>
        <pctVal>-0.00007727001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6878162.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2331.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05724087"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5594.53000000</valUSD>
        <pctVal>-0.00018540461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6545934.85000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5594.53000000</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>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>977.59000000</valUSD>
        <pctVal>0.000032397663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>657802.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>977.59000000</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__05765661"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3876.15000000</valUSD>
        <pctVal>-0.00012845692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7112283.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3876.15000000</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__05818300"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3419.82000000</valUSD>
        <pctVal>-0.00011333399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9100595.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3419.82000000</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__05765652"/>
        </identifiers>
        <balance>2320238.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-4468.06000000</valUSD>
        <pctVal>-0.00014807301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2320238.88000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4468.06000000</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__05685041"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2458.53000000</valUSD>
        <pctVal>-0.00008147651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6978519.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2458.53000000</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__05684998"/>
        </identifiers>
        <balance>21629791.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>13174.26000000</valUSD>
        <pctVal>0.000436599429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21629791.31000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>2130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13174.26000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805823"/>
        </identifiers>
        <balance>376958.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2167.21000000</valUSD>
        <pctVal>0.000071822071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376958.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2167.21000000</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>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999993"/>
        <valUSD>-1395.82000000</valUSD>
        <pctVal>-0.00004625794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3296198.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1395.82000000</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>14830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049995"/>
        <valUSD>-1456.85000000</valUSD>
        <pctVal>-0.00004828050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14830000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>743376.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1456.85000000</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>146030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429752"/>
        <valUSD>22330.06000000</valUSD>
        <pctVal>0.000740025736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146030000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2015524.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22330.06000000</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>27610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>135381.47000000</valUSD>
        <pctVal>0.004486587675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27610000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>7388486.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>135381.47000000</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__05797792"/>
        </identifiers>
        <balance>7430024.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-2890.13000000</valUSD>
        <pctVal>-0.00009577988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7430024.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2890.13000000</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__05812305"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2198.66000000</valUSD>
        <pctVal>-0.00007286433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7589397.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2198.66000000</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>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849997"/>
        <valUSD>-222.44000000</valUSD>
        <pctVal>-0.00000737173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>426354.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-222.44000000</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__05805717"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>118.86000000</valUSD>
        <pctVal>0.000003939060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2168198.88000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>118.86000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818342"/>
        </identifiers>
        <balance>395559.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1139.16000000</valUSD>
        <pctVal>0.000037752147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395559.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1139.16000000</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>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27574400"/>
        <valUSD>-227.02000000</valUSD>
        <pctVal>-0.00000752351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-113000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>100103.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-227.02000000</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__05736731"/>
        </identifiers>
        <balance>2124044.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664527"/>
        <valUSD>-383.45000000</valUSD>
        <pctVal>-0.00001270766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2124044.68000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-383.45000000</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>94000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51201498"/>
        <valUSD>317.28000000</valUSD>
        <pctVal>0.000010514766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>129347.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>317.28000000</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__05705689"/>
        </identifiers>
        <balance>3362710.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36381.53000000</valUSD>
        <pctVal>0.001205696201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3362710.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17090000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>36381.53000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836017"/>
        </identifiers>
        <balance>807337.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>221.67000000</valUSD>
        <pctVal>0.000007346218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-807337.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>221.67000000</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>300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92434999"/>
        <valUSD>633.24000000</valUSD>
        <pctVal>0.000020985787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>325185.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>633.24000000</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>1389310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-276410.93000000</valUSD>
        <pctVal>-0.00916035164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1389310000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>69336053.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-276410.93000000</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__05776464"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4856.98000000</valUSD>
        <pctVal>0.000160961958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2276558.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4856.98000000</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>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-529.29000000</valUSD>
        <pctVal>-0.00001754084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>745453.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-529.29000000</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>6340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>687.17000000</valUSD>
        <pctVal>0.000022773046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6340000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>742021.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>687.17000000</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__05832567"/>
        </identifiers>
        <balance>10260728.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836581"/>
        <valUSD>-1374.79000000</valUSD>
        <pctVal>-0.00004556100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10260728.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1374.79000000</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>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1480.00000000</valUSD>
        <pctVal>-0.00004904770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2014551.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1480.00000000</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>294760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>248517.88000000</valUSD>
        <pctVal>0.008235966543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-294760000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>20841660.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>248517.88000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788513"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2577.59000000</valUSD>
        <pctVal>0.000085422203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2177558.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2577.59000000</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__05812338"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2475.66000000</valUSD>
        <pctVal>-0.00008204420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7587029.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2475.66000000</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__05831681"/>
        </identifiers>
        <balance>3981612.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17291.08000000</valUSD>
        <pctVal>-0.00057303223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3981612.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>440000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-17291.08000000</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__05765662"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2578.91000000</valUSD>
        <pctVal>-0.00008546594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7225525.87000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2578.91000000</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>8480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>2469.93000000</valUSD>
        <pctVal>0.000081854315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8480000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>994033.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2469.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 1/2 02/15/22</title>
        <cusip>9128286C9</cusip>
        <identifiers>
          <isin value="US9128286C90"/>
        </identifiers>
        <balance>280500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284760208.76000000</valUSD>
        <pctVal>9.437049568535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>731000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999992"/>
        <valUSD>-2847.11000000</valUSD>
        <pctVal>-0.00009435418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-731000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>6583331.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2847.11000000</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__05788573"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8189.67000000</valUSD>
        <pctVal>0.000271408431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7678224.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8189.67000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05788518"/>
        </identifiers>
        <balance>10781665.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76715.55000000</valUSD>
        <pctVal>-0.00254237925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10781665.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9890000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-76715.55000000</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>234870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>101687.12000000</valUSD>
        <pctVal>0.003369945527</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-234870000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>324581908.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>101687.12000000</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>80310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982677"/>
        <valUSD>19021.33000000</valUSD>
        <pctVal>0.000630373305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80310000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1097155.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19021.33000000</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>422000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580092"/>
        <valUSD>3717.87000000</valUSD>
        <pctVal>0.000123211468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-422000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378404.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3717.87000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05692081"/>
        </identifiers>
        <balance>2483486.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12681.19000000</valUSD>
        <pctVal>0.000420258922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2483486.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>182880000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12681.19000000</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>309830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>1122410.95000000</valUSD>
        <pctVal>0.037197078262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-309830000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>233750128.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1122410.95000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805791"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-982.35000000</valUSD>
        <pctVal>-0.00003255541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7194027.43000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-982.35000000</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__05812350"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2751.64000000</valUSD>
        <pctVal>-0.00009119027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7077456.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2751.64000000</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__05736724"/>
        </identifiers>
        <balance>2169461.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-450.61000000</valUSD>
        <pctVal>-0.00001493336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2169461.76000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-450.61000000</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 BRAZIL ETF</title>
        <cusip>464286400</cusip>
        <identifiers>
          <isin value="US4642864007"/>
        </identifiers>
        <balance>209364.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8487616.56000000</valUSD>
        <pctVal>0.281282481650</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__05805763"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3139.80000000</valUSD>
        <pctVal>-0.00010405403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9813088.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3139.80000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05805721"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>670.38000000</valUSD>
        <pctVal>0.000022216619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2079975.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>670.38000000</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  Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGV21 COMDTY"/>
        </identifiers>
        <balance>116.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34010.00000000</valUSD>
        <pctVal>-0.00112710289</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-28</expDate>
            <notionalAmt>4232050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-34010.00000000</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__05812366"/>
        </identifiers>
        <balance>10261087.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98036.91000000</valUSD>
        <pctVal>-0.00324897633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10261087.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86900000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-98036.91000000</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>6210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215005"/>
        <valUSD>1970.93000000</valUSD>
        <pctVal>0.000065317286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6210000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>728104.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1970.93000000</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__05717575"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-10505.30000000</valUSD>
        <pctVal>-0.00034814919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6851082.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10505.30000000</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__05825861"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-819.26000000</valUSD>
        <pctVal>-0.00002715055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2119466.41000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-819.26000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736838"/>
        </identifiers>
        <balance>396116.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6281.22000000</valUSD>
        <pctVal>-0.00020816175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396116.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6281.22000000</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__05797764"/>
        </identifiers>
        <balance>6853158.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>-1599.77000000</valUSD>
        <pctVal>-0.00005301691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6853158.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1599.77000000</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__05711674"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5962.35000000</valUSD>
        <pctVal>-0.00019759429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7557216.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5962.35000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05729547"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5190.65000000</valUSD>
        <pctVal>-0.00017201989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2102826.06000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5190.65000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>468.87000000</valUSD>
        <pctVal>0.000015538510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>503471.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>468.87000000</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>140930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117006"/>
        <valUSD>3526.04000000</valUSD>
        <pctVal>0.000116854157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-140930000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>98475401.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3526.04000000</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__05697961"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3026.56000000</valUSD>
        <pctVal>-0.00010030122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7017513.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3026.56000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05835659"/>
        </identifiers>
        <balance>10335474.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17856.93000000</valUSD>
        <pctVal>0.000591784695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10335474.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>206140000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>17856.93000000</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__05717596"/>
        </identifiers>
        <balance>378381.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3695.47000000</valUSD>
        <pctVal>-0.00012246912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378381.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>422000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3695.47000000</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>22110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>494838.77000000</valUSD>
        <pctVal>0.016399124095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22110000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>17095551.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>494838.77000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765665"/>
        </identifiers>
        <balance>10907910.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>1708.82000000</valUSD>
        <pctVal>0.000056630872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10907910.63000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1708.82000000</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>159000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198906"/>
        <valUSD>731.03000000</valUSD>
        <pctVal>0.000024226581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-159000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>218984.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>731.03000000</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__05705755"/>
        </identifiers>
        <balance>10863870.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>10751.84000000</valUSD>
        <pctVal>0.000356319611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10863870.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10751.84000000</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__05685030"/>
        </identifiers>
        <balance>8130442.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>4183.68000000</valUSD>
        <pctVal>0.000138648569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8130442.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4183.68000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724061"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9056.22000000</valUSD>
        <pctVal>-0.00030012619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4391341.78000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9056.22000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831804"/>
        </identifiers>
        <balance>6631910.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18702.48000000</valUSD>
        <pctVal>-0.00061980650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6631910.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>734000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-18702.48000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724056"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5396.54000000</valUSD>
        <pctVal>-0.00017884315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2463333.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5396.54000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05776602"/>
        </identifiers>
        <balance>56702152.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4442.68000000</valUSD>
        <pctVal>0.000147231916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56702152.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>811670000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4442.68000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818339"/>
        </identifiers>
        <balance>396221.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>477.53000000</valUSD>
        <pctVal>0.000015825505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396221.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>477.53000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00J92SMB14"/>
        </identifiers>
        <balance>4476.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4882218.65000000</valUSD>
        <pctVal>0.161798376272</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>2021-09-28</expDate>
            <notionalAmt>798713905.13000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>4882218.65000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>454.30000000</valUSD>
        <pctVal>0.000015055655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>538491.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>454.30000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3614.86000000</valUSD>
        <pctVal>0.000119797682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>566677.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3614.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 11/15/21 GOVT</title>
        <cusip>912828RR3</cusip>
        <identifiers>
          <isin value="US912828RR30"/>
        </identifiers>
        <balance>304350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306519455.50000000</valUSD>
        <pctVal>10.15815836022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-677.95000000</valUSD>
        <pctVal>-0.00002246749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382887.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-677.95000000</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__05832473"/>
        </identifiers>
        <balance>572589.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>385.41000000</valUSD>
        <pctVal>0.000012772617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-572589.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>385.41000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836046"/>
        </identifiers>
        <balance>814365.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1269.26000000</valUSD>
        <pctVal>0.000042063705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-814365.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1269.26000000</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>4100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699999"/>
        <valUSD>-743.49000000</valUSD>
        <pctVal>-0.00002463950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4100000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1076220.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-743.49000000</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__05831693"/>
        </identifiers>
        <balance>1565426.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6727.71000000</valUSD>
        <pctVal>-0.00022295858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1565426.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6727.71000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-473.37000000</valUSD>
        <pctVal>-0.00001568764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>682709.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-473.37000000</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__05788592"/>
        </identifiers>
        <balance>405531.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2893.91000000</valUSD>
        <pctVal>0.000095905155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405531.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2893.91000000</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>1610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1192.35000000</valUSD>
        <pctVal>-0.00003951488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1908107.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1192.35000000</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__05711647"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6685.71000000</valUSD>
        <pctVal>-0.00022156668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9579883.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6685.71000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812385"/>
        </identifiers>
        <balance>393051.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-470.46000000</valUSD>
        <pctVal>-0.00001559120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393051.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-470.46000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-10958.67000000</valUSD>
        <pctVal>-0.00036317402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389858.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10958.67000000</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>16920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049995"/>
        <valUSD>4958.43000000</valUSD>
        <pctVal>0.000164324046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16920000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>854761.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4958.43000000</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>217450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>6980963.08000000</valUSD>
        <pctVal>0.231351476068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-217450000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>242349145.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6980963.08000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756104"/>
        </identifiers>
        <balance>67105.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-514.24000000</valUSD>
        <pctVal>-0.00001704208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67105.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-514.24000000</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>233000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000022"/>
        <valUSD>208.08000000</valUSD>
        <pctVal>0.000006895841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-233000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2099496.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>208.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NLEN01543706"/>
        </identifiers>
        <balance>74.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-15832.05000000</valUSD>
        <pctVal>-0.00052467948</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>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-16</expDate>
            <notionalAmt>12824154.36000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-15832.05000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05705687"/>
        </identifiers>
        <balance>257402722.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8504654.76000000</valUSD>
        <pctVal>-0.28184713335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-257402722.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>331500000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8504654.76000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>4155.40000000</valUSD>
        <pctVal>0.000137711360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>556167.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4155.40000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832597"/>
        </identifiers>
        <balance>537042.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5158.78000000</valUSD>
        <pctVal>0.000170963712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-537042.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>395000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5158.78000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805750"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3440.42000000</valUSD>
        <pctVal>-0.00011401668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6707710.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3440.42000000</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__05749144"/>
        </identifiers>
        <balance>6756517.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4694.26000000</valUSD>
        <pctVal>0.000155569363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6756517.85000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4694.26000000</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__05765720"/>
        </identifiers>
        <balance>7930540.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-2106.81000000</valUSD>
        <pctVal>-0.00006982039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7930540.02000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2106.81000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836077"/>
        </identifiers>
        <balance>671526.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-784.61000000</valUSD>
        <pctVal>-0.00002600224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-671526.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-784.61000000</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>642640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>193229.38000000</valUSD>
        <pctVal>0.006403686965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-642640000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>32393209.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>193229.38000000</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__05805803"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1303.08000000</valUSD>
        <pctVal>-0.00004318451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9625908.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1303.08000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831672"/>
        </identifiers>
        <balance>2769506.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12501.33000000</valUSD>
        <pctVal>-0.00041429830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2769506.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>306000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-12501.33000000</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__05736777"/>
        </identifiers>
        <balance>7467326.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>10068.24000000</valUSD>
        <pctVal>0.000333664876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7467326.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10068.24000000</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>287000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198685"/>
        <valUSD>906.23000000</valUSD>
        <pctVal>0.000030032768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-287000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394859.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>906.23000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>79.81000000</valUSD>
        <pctVal>0.000002644930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1000000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>750830.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>79.81000000</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__05832552"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1517.25000000</valUSD>
        <pctVal>-0.00005028217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7952720.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1517.25000000</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>105000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>-293.44000000</valUSD>
        <pctVal>-0.00000972470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-105000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>92934.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-293.44000000</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__05818287"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1719.84000000</valUSD>
        <pctVal>-0.00005699607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2883781.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1719.84000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805862"/>
        </identifiers>
        <balance>391458.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2494.88000000</valUSD>
        <pctVal>0.000082681166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-391458.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2494.88000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805851"/>
        </identifiers>
        <balance>389481.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3099.77000000</valUSD>
        <pctVal>0.000102727425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-389481.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3099.77000000</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>418000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577676"/>
        <valUSD>4881.26000000</valUSD>
        <pctVal>0.000161766606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376015.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4881.26000000</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__05805782"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1989.98000000</valUSD>
        <pctVal>-0.00006594860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7185411.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1989.98000000</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__05835832"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>574.07000000</valUSD>
        <pctVal>0.000019024873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2079608.94000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>574.07000000</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__05765697"/>
        </identifiers>
        <balance>7755939.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-5414.70000000</valUSD>
        <pctVal>-0.00017944498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7755939.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5414.70000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1110.03000000</valUSD>
        <pctVal>0.000036786769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>684292.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1110.03000000</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>411660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>111227.04000000</valUSD>
        <pctVal>0.003686101700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-411660000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>20737773.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>111227.04000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05724093"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8955.06000000</valUSD>
        <pctVal>-0.00029677371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8546053.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8955.06000000</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__05711636"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5586.70000000</valUSD>
        <pctVal>-0.00018514512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8270526.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5586.70000000</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>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999993"/>
        <valUSD>-1484.87000000</valUSD>
        <pctVal>-0.00004920909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3296109.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1484.87000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831639"/>
        </identifiers>
        <balance>1791709.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7764.77000000</valUSD>
        <pctVal>-0.00025732710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1791709.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>198000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-7764.77000000</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>72000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51200714"/>
        <valUSD>-1551.38000000</valUSD>
        <pctVal>-0.00005141325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>97280.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1551.38000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776594"/>
        </identifiers>
        <balance>379668.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2120.44000000</valUSD>
        <pctVal>0.000070272098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379668.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2120.44000000</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>10050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049983"/>
        <valUSD>1674.41000000</valUSD>
        <pctVal>0.000055490513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10050000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>506433.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1674.41000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-888.00000000</valUSD>
        <pctVal>-0.00002942862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>516187.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-888.00000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836276"/>
        </identifiers>
        <balance>430716.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1070.68000000</valUSD>
        <pctVal>-0.00003548269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430716.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1070.68000000</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>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-1398.84000000</valUSD>
        <pctVal>-0.00004635803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>944546.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1398.84000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685143"/>
        </identifiers>
        <balance>240232.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1389.27000000</valUSD>
        <pctVal>-0.00004604087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-240232.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>174000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1389.27000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831750"/>
        </identifiers>
        <balance>1139838.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4600.84000000</valUSD>
        <pctVal>-0.00015247339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1139838.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4600.84000000</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>57000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27587792"/>
        <valUSD>-178.84000000</valUSD>
        <pctVal>-0.00000592681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>50430.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-178.84000000</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__05736775"/>
        </identifiers>
        <balance>6759695.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>9262.53000000</valUSD>
        <pctVal>0.000306963374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6759695.66000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9262.53000000</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>22100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050005"/>
        <valUSD>3345.45000000</valUSD>
        <pctVal>0.000110869343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22100000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1113312.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3345.45000000</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>5480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-5264.04000000</valUSD>
        <pctVal>-0.00017445206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6493471.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5264.04000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-76.51000000</valUSD>
        <pctVal>-0.00000253556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>593861.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-76.51000000</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__05836111"/>
        </identifiers>
        <balance>1319861.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7863.76000000</valUSD>
        <pctVal>-0.00026060766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1319861.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11290000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-7863.76000000</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__05705746"/>
        </identifiers>
        <balance>10563987.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>10232.01000000</valUSD>
        <pctVal>0.000339092269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10563987.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10232.01000000</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="1.33200100"/>
        <valUSD>357.38000000</valUSD>
        <pctVal>0.000011843693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>488345.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>357.38000000</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__05697996"/>
        </identifiers>
        <balance>8476676.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>5204.84000000</valUSD>
        <pctVal>0.000172490156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8476676.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5204.84000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832479"/>
        </identifiers>
        <balance>503265.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165.60000000</valUSD>
        <pctVal>-0.00000548803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-503265.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-165.60000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>695.84000000</valUSD>
        <pctVal>0.000023060372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>653848.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>695.84000000</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__05797797"/>
        </identifiers>
        <balance>22286896.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-8298.76000000</valUSD>
        <pctVal>-0.00027502371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22286896.35000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8298.76000000</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__05678896"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-8700.34000000</valUSD>
        <pctVal>-0.00028833220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7989499.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8700.34000000</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__05729581"/>
        </identifiers>
        <balance>381063.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5489.48000000</valUSD>
        <pctVal>-0.00018192322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381063.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5489.48000000</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>2560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699997"/>
        <valUSD>972.89000000</valUSD>
        <pctVal>0.000032241903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2560000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>673418.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>972.89000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1339.28000000</valUSD>
        <pctVal>0.000044384191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1023612.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1339.28000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05825873"/>
        </identifiers>
        <balance>2880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-21672.22000000</valUSD>
        <pctVal>-0.00071822469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2880000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>29212709.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-21672.22000000</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     Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BCU1 INDEX"/>
        </identifiers>
        <balance>1976.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.05000000"/>
        <valUSD>-18433.08000000</valUSD>
        <pctVal>-0.00061087850</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>2021-09-29</expDate>
            <notionalAmt>11769834.92000000</notionalAmt>
            <curCd>THB</curCd>
            <unrealizedAppr>-18433.08000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3428.60000000</valUSD>
        <pctVal>0.000113624962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>555441.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3428.60000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05729541"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6670.79000000</valUSD>
        <pctVal>-0.00022107223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2729451.10000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6670.79000000</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>99000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198704"/>
        <valUSD>1408.24000000</valUSD>
        <pctVal>0.000046669549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-99000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>137301.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1408.24000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832488"/>
        </identifiers>
        <balance>2425946.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1283.88000000</valUSD>
        <pctVal>-0.00004254821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2425946.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3470000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1283.88000000</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__05756070"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7082.94000000</valUSD>
        <pctVal>-0.00023473102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6778449.63000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7082.94000000</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__05835851"/>
        </identifiers>
        <balance>17430774.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836584"/>
        <valUSD>2682.14000000</valUSD>
        <pctVal>0.000088887026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17430774.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2682.14000000</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>3510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1258.80000000</valUSD>
        <pctVal>0.000041717057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3510000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>411681.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1258.80000000</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>40570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-67065.17000000</valUSD>
        <pctVal>-0.00222256240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40570000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>32695593.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-67065.17000000</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__05836192"/>
        </identifiers>
        <balance>1135907.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6367.46000000</valUSD>
        <pctVal>-0.00021101977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1135907.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9660000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6367.46000000</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>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>937.27000000</valUSD>
        <pctVal>0.000031061444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1250000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>939375.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>937.27000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-805.16000000</valUSD>
        <pctVal>-0.00002668327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382759.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-805.16000000</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__05749137"/>
        </identifiers>
        <balance>6755663.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>4794.17000000</valUSD>
        <pctVal>0.000158880414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6755663.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4794.17000000</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__05797749"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1723.29000000</valUSD>
        <pctVal>0.000057110413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2038822.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1723.29000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>276.77000000</valUSD>
        <pctVal>0.000009172251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>533309.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>276.77000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1218.46000000</valUSD>
        <pctVal>-0.00004038017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382346.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1218.46000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832428"/>
        </identifiers>
        <balance>2440661.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2024.18000000</valUSD>
        <pctVal>-0.00006708200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2440661.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3490000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2024.18000000</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__05678925"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2238.31000000</valUSD>
        <pctVal>-0.00007417834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6777517.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2238.31000000</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>7760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>13497.57000000</valUSD>
        <pctVal>0.000447314032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7760000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>2395343.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13497.57000000</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>NASDAQ 100 E-MINI Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQU1 INDEX"/>
        </identifiers>
        <balance>580.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194045.00000000</valUSD>
        <pctVal>0.006430716888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</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>CME E-Mini NASDAQ 100 Index Fu</indexName>
                <indexIdentifier>NDX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>168574355.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>194045.00000000</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="NZD" exchangeRt="1.43112701"/>
        <valUSD>994.00000000</valUSD>
        <pctVal>0.000032941495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>497106.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>994.00000000</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__05765672"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3963.21000000</valUSD>
        <pctVal>-0.00013134211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6907373.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3963.21000000</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>163980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-17789.82000000</valUSD>
        <pctVal>-0.00058956064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163980000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>43059509.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-17789.82000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05697964"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3611.82000000</valUSD>
        <pctVal>-0.00011969693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8033282.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3611.82000000</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>93000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51200952"/>
        <valUSD>-4328.38000000</valUSD>
        <pctVal>-0.00014344397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>123329.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4328.38000000</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>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4695.16000000</valUSD>
        <pctVal>0.000155599189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1043262.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4695.16000000</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__05797774"/>
        </identifiers>
        <balance>10379782.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-3816.51000000</valUSD>
        <pctVal>-0.00012648043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10379782.14000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3816.51000000</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 MID-CAP ETF</title>
        <cusip>922908629</cusip>
        <identifiers>
          <isin value="US9229086296"/>
        </identifiers>
        <balance>390464.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92676630.40000000</valUSD>
        <pctVal>3.071334856573</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__05833369"/>
        </identifiers>
        <balance>518329.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3524.32000000</valUSD>
        <pctVal>-0.00011679715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-518329.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4430000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3524.32000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-6226.57000000</valUSD>
        <pctVal>-0.00020635063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389099.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6226.57000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2870.17000000</valUSD>
        <pctVal>0.000095118403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382883.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2870.17000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3826.48000000</valUSD>
        <pctVal>0.000126810840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>845815.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3826.48000000</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__05797760"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3376.13000000</valUSD>
        <pctVal>0.000111886089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>17893137.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3376.13000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833792"/>
        </identifiers>
        <balance>436399.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-616.06000000</valUSD>
        <pctVal>-0.00002041643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-436399.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1420000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-616.06000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836259"/>
        </identifiers>
        <balance>1255062.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2852.27000000</valUSD>
        <pctVal>-0.00009452519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1255062.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17880000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2852.27000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736818"/>
        </identifiers>
        <balance>417912.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3368.48000000</valUSD>
        <pctVal>-0.00011163256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-417912.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>302000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3368.48000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831615"/>
        </identifiers>
        <balance>2453043.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11382.26000000</valUSD>
        <pctVal>-0.00037721194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2453043.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>271000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11382.26000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818308"/>
        </identifiers>
        <balance>323396.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>680.86000000</valUSD>
        <pctVal>0.000022563930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-323396.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>365000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>680.86000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805854"/>
        </identifiers>
        <balance>178380.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1438.04000000</valUSD>
        <pctVal>0.000047657131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-178380.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1438.04000000</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__05797814"/>
        </identifiers>
        <balance>10262774.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-1996.18000000</valUSD>
        <pctVal>-0.00006615407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10262774.63000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1996.18000000</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>423000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577690"/>
        <valUSD>3003.60000000</valUSD>
        <pctVal>0.000099540319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378577.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3003.60000000</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>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435001"/>
        <valUSD>976.51000000</valUSD>
        <pctVal>0.000032361871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>347165.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>976.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765703"/>
        </identifiers>
        <balance>7127900.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-3147.86000000</valUSD>
        <pctVal>-0.00010432114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7127900.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3147.86000000</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__05788539"/>
        </identifiers>
        <balance>7828395.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-8167.61000000</valUSD>
        <pctVal>-0.00027067735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7828395.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8167.61000000</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>2100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>10469.09000000</valUSD>
        <pctVal>0.000346949181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2100000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2282335.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>10469.09000000</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__05776497"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>295.24000000</valUSD>
        <pctVal>0.000009784353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7046095.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>295.24000000</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>2200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>8974.70000000</valUSD>
        <pctVal>0.000297424591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2617956.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>8974.70000000</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__05776590"/>
        </identifiers>
        <balance>379660.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2128.48000000</valUSD>
        <pctVal>0.000070538546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379660.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2128.48000000</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>SGX Nifty 50      Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IHN1 INDEX"/>
        </identifiers>
        <balance>-434.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124547.00000000</valUSD>
        <pctVal>0.004127529677</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>SGX Nifty 50 Index</indexName>
                <indexIdentifier>NIFTY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-29</expDate>
            <notionalAmt>-13792943.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>124547.00000000</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>6120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214994"/>
        <valUSD>636.50000000</valUSD>
        <pctVal>0.000021093825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6120000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>716246.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>636.50000000</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__05805764"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2856.88000000</valUSD>
        <pctVal>-0.00009467796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9815507.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2856.88000000</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__05831585"/>
        </identifiers>
        <balance>841392.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3479.58000000</valUSD>
        <pctVal>-0.00011531445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-841392.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>93000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3479.58000000</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>259000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000012"/>
        <valUSD>-756.64000000</valUSD>
        <pctVal>-0.00002507530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-259000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2332786.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-756.64000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832593"/>
        </identifiers>
        <balance>144788.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>713.11000000</valUSD>
        <pctVal>0.000023632706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144788.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>106000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>713.11000000</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__05756055"/>
        </identifiers>
        <balance>2350534.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-562.89000000</valUSD>
        <pctVal>-0.00001865436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2350534.68000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-562.89000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832694"/>
        </identifiers>
        <balance>1132230.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6104.72000000</valUSD>
        <pctVal>-0.00020231248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1132230.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6104.72000000</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__05717545"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7292.58000000</valUSD>
        <pctVal>-0.00024167856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2094824.78000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7292.58000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05711687"/>
        </identifiers>
        <balance>35239915.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1641570.23000000</valUSD>
        <pctVal>-0.05440219228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35239915.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>480910000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1641570.23000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6995.93000000</valUSD>
        <pctVal>0.000231847484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1521573.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6995.93000000</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>293000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199783"/>
        <valUSD>-11621.95000000</valUSD>
        <pctVal>-0.00038515535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-293000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390567.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11621.95000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711629"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5587.19000000</valUSD>
        <pctVal>-0.00018516136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8473407.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5587.19000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1468.60000000</valUSD>
        <pctVal>0.000048669900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>812278.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1468.60000000</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__05684995"/>
        </identifiers>
        <balance>10250975.81000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>6875.01000000</valUSD>
        <pctVal>0.000227840155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10250975.81000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6875.01000000</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__05835824"/>
        </identifiers>
        <balance>601028.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103.19000000</valUSD>
        <pctVal>-0.00000341975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-601028.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-103.19000000</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>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849999"/>
        <valUSD>92.98000000</valUSD>
        <pctVal>0.000003081388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>432807.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>92.98000000</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__05685046"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2996.55000000</valUSD>
        <pctVal>-0.00009930667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7684018.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2996.55000000</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__05756092"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-395.62000000</valUSD>
        <pctVal>-0.00001311098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7199044.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-395.62000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836036"/>
        </identifiers>
        <balance>1631927.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-658.94000000</valUSD>
        <pctVal>-0.00002183749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1631927.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2020000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-658.94000000</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>3300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-3103.95000000</valUSD>
        <pctVal>-0.00010286595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3300000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3910368.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3103.95000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05765675"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4837.13000000</valUSD>
        <pctVal>-0.00016030412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7818578.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4837.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05765660"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4288.39000000</valUSD>
        <pctVal>-0.00014211869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7414977.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4288.39000000</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__05736768"/>
        </identifiers>
        <balance>6754617.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>9852.77000000</valUSD>
        <pctVal>0.000326524128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6754617.06000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9852.77000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05705683"/>
        </identifiers>
        <balance>2187066.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>6788.35000000</valUSD>
        <pctVal>0.000224968213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2187066.98000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6788.35000000</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__05788577"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6679.06000000</valUSD>
        <pctVal>0.000221346305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6853766.34000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6679.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT SEP21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CNU1 COMDTY"/>
        </identifiers>
        <balance>1958.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>1128199.44000000</valUSD>
        <pctVal>0.037388910778</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>2021-09-21</expDate>
            <notionalAmt>231926442.69000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>1128199.44000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831807"/>
        </identifiers>
        <balance>2303980.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6476.64000000</valUSD>
        <pctVal>-0.00021463803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2303980.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>255000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6476.64000000</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__05788541"/>
        </identifiers>
        <balance>6805092.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-7877.31000000</valUSD>
        <pctVal>-0.00026105671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6805092.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7877.31000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805852"/>
        </identifiers>
        <balance>296954.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2285.92000000</valUSD>
        <pctVal>0.000075756161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-296954.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>218000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2285.92000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835820"/>
        </identifiers>
        <balance>956575.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>712.41000000</valUSD>
        <pctVal>0.000023609508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-956575.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1370000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>712.41000000</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>73000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000024"/>
        <valUSD>3155.80000000</valUSD>
        <pctVal>0.000104584278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>660872.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3155.80000000</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__05832742"/>
        </identifiers>
        <balance>2492198.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7215.18000000</valUSD>
        <pctVal>-0.00023911350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2492198.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-7215.18000000</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__05729557"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8870.11000000</valUSD>
        <pctVal>-0.00029395844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7633795.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8870.11000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05825890"/>
        </identifiers>
        <balance>337526.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>756.76000000</valUSD>
        <pctVal>0.000025079282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-337526.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>381000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>756.76000000</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>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-613.79000000</valUSD>
        <pctVal>-0.00002034120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1629497.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-613.79000000</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__05836198"/>
        </identifiers>
        <balance>821463.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4125.50000000</valUSD>
        <pctVal>-0.00013672046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-821463.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6990000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4125.50000000</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>2440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>12423.50000000</valUSD>
        <pctVal>0.000411718989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2440000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2652116.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>12423.50000000</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="1.43112701"/>
        <valUSD>625.60000000</valUSD>
        <pctVal>0.000020732595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>475775.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>625.60000000</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__05832561"/>
        </identifiers>
        <balance>8025798.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836587"/>
        <valUSD>-1084.66000000</valUSD>
        <pctVal>-0.00003594599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8025798.02000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1084.66000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05736740"/>
        </identifiers>
        <balance>165576182.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3241968.16000000</valUSD>
        <pctVal>-0.10743992062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-165576182.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>201020000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3241968.16000000</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>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3881.25000000</valUSD>
        <pctVal>0.000128625936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1258817.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3881.25000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05797827"/>
        </identifiers>
        <balance>59507434.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1492346.38000000</valUSD>
        <pctVal>0.049456863452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59507434.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1217420000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1492346.38000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836271"/>
        </identifiers>
        <balance>433606.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-891.56000000</valUSD>
        <pctVal>-0.00002954659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433606.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-891.56000000</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__05717577"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-11185.13000000</valUSD>
        <pctVal>-0.00037067898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6947313.99000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11185.13000000</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__05776543"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7784.28000000</valUSD>
        <pctVal>0.000257973670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10515151.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7784.28000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05833351"/>
        </identifiers>
        <balance>677502.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3491.76000000</valUSD>
        <pctVal>-0.00011571810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-677502.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5800000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3491.76000000</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>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>5520.70000000</valUSD>
        <pctVal>0.000182957864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1606486.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5520.70000000</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  Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLX1 COMDTY"/>
        </identifiers>
        <balance>78.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>219640.00000000</valUSD>
        <pctVal>0.007278943839</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-20</expDate>
            <notionalAmt>5309780.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>219640.00000000</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>97910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>2381657.54000000</valUSD>
        <pctVal>0.078928935886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-97910000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>75894809.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2381657.54000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1293.00000000</valUSD>
        <pctVal>0.000042850457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>797088.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1293.00000000</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>163370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429729"/>
        <valUSD>9346.26000000</valUSD>
        <pctVal>0.000309738215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163370000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2239218.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9346.26000000</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>289881.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8400751.38000000</valUSD>
        <pctVal>0.278403740224</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05717589"/>
        </identifiers>
        <balance>45155231.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-960050.31000000</valUSD>
        <pctVal>-0.03181639177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45155231.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31990000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-960050.31000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711625"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6209.77000000</valUSD>
        <pctVal>-0.00020579387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9178182.65000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6209.77000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3078.52000000</valUSD>
        <pctVal>0.000102023193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>846914.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3078.52000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832727"/>
        </identifiers>
        <balance>1167940.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4277.71000000</valUSD>
        <pctVal>-0.00014176475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1167940.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1550000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4277.71000000</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>13576000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>781655.60000000</valUSD>
        <pctVal>0.025904330787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13576000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>123118779.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>781655.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685081"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4043.91000000</valUSD>
        <pctVal>-0.00013401654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6559193.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4043.91000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1909.90000000</valUSD>
        <pctVal>0.000063294731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>498022.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1909.90000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>1236.75000000</valUSD>
        <pctVal>0.000040986313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396563.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1236.75000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805840"/>
        </identifiers>
        <balance>148335.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1284.40000000</valUSD>
        <pctVal>0.000042565450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-148335.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>109000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1284.40000000</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__05818309"/>
        </identifiers>
        <balance>380984.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>805.15000000</valUSD>
        <pctVal>0.000026682943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380984.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>805.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05717580"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10790.72000000</valUSD>
        <pctVal>-0.00035760810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6644466.18000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10790.72000000</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__05749112"/>
        </identifiers>
        <balance>8882331.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>11709.57000000</valUSD>
        <pctVal>0.000388059107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8882331.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11709.57000000</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>27430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429787"/>
        <valUSD>-1420.61000000</valUSD>
        <pctVal>-0.00004707949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27430000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>372977.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1420.61000000</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__05711631"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6119.30000000</valUSD>
        <pctVal>-0.00020279567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9280398.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6119.30000000</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__05711584"/>
        </identifiers>
        <balance>6541490.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>10894.79000000</valUSD>
        <pctVal>0.000361057023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6541490.15000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10894.79000000</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__05749116"/>
        </identifiers>
        <balance>8675176.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>12057.44000000</valUSD>
        <pctVal>0.000399587637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8675176.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12057.44000000</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>1810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-724.34000000</valUSD>
        <pctVal>-0.00002400487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1358133.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-724.34000000</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__05832380"/>
        </identifiers>
        <balance>685921.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1146.59000000</valUSD>
        <pctVal>-0.00003799838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-685921.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1146.59000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-689.24000000</valUSD>
        <pctVal>-0.00002284164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381987.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-689.24000000</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__05685008"/>
        </identifiers>
        <balance>8522246.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>6103.45000000</valUSD>
        <pctVal>0.000202270395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8522246.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6103.45000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805828"/>
        </identifiers>
        <balance>377453.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2559.83000000</valUSD>
        <pctVal>0.000084833631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377453.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2559.83000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835947"/>
        </identifiers>
        <balance>5115136.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4979.88000000</valUSD>
        <pctVal>0.000165034906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5115136.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6820000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4979.88000000</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__05756074"/>
        </identifiers>
        <balance>8500725.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>2392.36000000</valUSD>
        <pctVal>0.000079283619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8500725.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2392.36000000</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__05812323"/>
        </identifiers>
        <balance>1340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5200.50000000</valUSD>
        <pctVal>-0.00017234632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>13548845.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5200.50000000</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>108700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>3932410.38000000</valUSD>
        <pctVal>0.130321409165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-108700000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>121589441.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3932410.38000000</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__05788538"/>
        </identifiers>
        <balance>7203717.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>-6750.33000000</valUSD>
        <pctVal>-0.00022370821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7203717.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6750.33000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711614"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6005.78000000</valUSD>
        <pctVal>-0.00019903357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7353959.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6005.78000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831609"/>
        </identifiers>
        <balance>262521.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1237.04000000</valUSD>
        <pctVal>-0.00004099592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-262521.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1237.04000000</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>7540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>2871.13000000</valUSD>
        <pctVal>0.000095150218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7540000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>884520.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2871.13000000</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__05685102"/>
        </identifiers>
        <balance>116500.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1963.44000000</valUSD>
        <pctVal>-0.00006506906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-116500.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1963.44000000</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"/>
        </identifiers>
        <balance>121355.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47755619.60000000</valUSD>
        <pctVal>1.582637375157</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-8297.22000000</valUSD>
        <pctVal>-0.00027497267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389774.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8297.22000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2914.36000000</valUSD>
        <pctVal>0.000096582875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382927.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2914.36000000</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>2960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434826"/>
        <valUSD>13752.05000000</valUSD>
        <pctVal>0.000455747585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2960000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>357764.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13752.05000000</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__05836119"/>
        </identifiers>
        <balance>765921.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2429.89000000</valUSD>
        <pctVal>-0.00008052737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-765921.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6570000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2429.89000000</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>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-1411.41000000</valUSD>
        <pctVal>-0.00004677460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1739215.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1411.41000000</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__05684981"/>
        </identifiers>
        <balance>13409934.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>7518.56000000</valUSD>
        <pctVal>0.000249167619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13409934.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1320000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7518.56000000</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>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781338"/>
        <valUSD>-683.64000000</valUSD>
        <pctVal>-0.00002265606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>82851.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-683.64000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831774"/>
        </identifiers>
        <balance>1781209.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6274.91000000</valUSD>
        <pctVal>-0.00020795263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1781209.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>197000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6274.91000000</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__05756059"/>
        </identifiers>
        <balance>2166900.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>222.23000000</valUSD>
        <pctVal>0.000007364777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2166900.48000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>222.23000000</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__05832224"/>
        </identifiers>
        <balance>1429224.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6143.29000000</valUSD>
        <pctVal>-0.00020359070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1429224.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6143.29000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812372"/>
        </identifiers>
        <balance>146802.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>72.15000000</valUSD>
        <pctVal>0.000002391075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146802.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>72.15000000</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__05776571"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7083.54000000</valUSD>
        <pctVal>0.000234750909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6857224.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7083.54000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836205"/>
        </identifiers>
        <balance>1187203.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6213.55000000</valUSD>
        <pctVal>-0.00020591914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1187203.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10100000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6213.55000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05705691"/>
        </identifiers>
        <balance>3322900.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34424.13000000</valUSD>
        <pctVal>0.001140827303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3322900.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16880000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>34424.13000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685126"/>
        </identifiers>
        <balance>358195.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1303.44000000</valUSD>
        <pctVal>-0.00004319644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-358195.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>260000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1303.44000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2549.60000000</valUSD>
        <pctVal>0.000084494605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>808962.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2549.60000000</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>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>687.99000000</valUSD>
        <pctVal>0.000022800221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>601613.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>687.99000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1199.84000000</valUSD>
        <pctVal>-0.00003976310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382365.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1199.84000000</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__05692073"/>
        </identifiers>
        <balance>37798393.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-951780.18000000</valUSD>
        <pctVal>-0.03154231687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37798393.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>315060000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-951780.18000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05812360"/>
        </identifiers>
        <balance>377753.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3148.14000000</valUSD>
        <pctVal>0.000104330423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377753.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3148.14000000</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__05756068"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8358.77000000</valUSD>
        <pctVal>-0.00027701246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6869552.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8358.77000000</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>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3976.93000000</valUSD>
        <pctVal>0.000131796804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1344044.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3976.93000000</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__05831648"/>
        </identifiers>
        <balance>1963729.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8598.73000000</valUSD>
        <pctVal>-0.00028496481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1963729.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>217000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-8598.73000000</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__05697975"/>
        </identifiers>
        <balance>6720393.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>1966.37000000</valUSD>
        <pctVal>0.000065166166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6720393.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1966.37000000</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__05832566"/>
        </identifiers>
        <balance>11877878.61000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836585"/>
        <valUSD>-620.26000000</valUSD>
        <pctVal>-0.00002055562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11877878.61000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-620.26000000</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__05756053"/>
        </identifiers>
        <balance>2219641.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-1768.85000000</valUSD>
        <pctVal>-0.00005862028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2219641.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1768.85000000</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__05711582"/>
        </identifiers>
        <balance>9161501.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>14855.74000000</valUSD>
        <pctVal>0.000492324244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9161501.89000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14855.74000000</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__05812346"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2264.29000000</valUSD>
        <pctVal>-0.00007503933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7081623.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2264.29000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>822.19000000</valUSD>
        <pctVal>0.000027247654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396148.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>822.19000000</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__05711610"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6728.56000000</valUSD>
        <pctVal>-0.00022298675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7347779.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6728.56000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-42.13000000</valUSD>
        <pctVal>-0.00000139620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>973615.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-42.13000000</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>4920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3736.29000000</valUSD>
        <pctVal>0.000123821913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4920000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5838367.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3736.29000000</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>140990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429740"/>
        <valUSD>-5617.80000000</valUSD>
        <pctVal>-0.00018617579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-140990000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1918784.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5617.80000000</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__05835849"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1425.72000000</valUSD>
        <pctVal>-0.00004724884</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6989588.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1425.72000000</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__05729572"/>
        </identifiers>
        <balance>380948.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5374.52000000</valUSD>
        <pctVal>-0.00017811340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380948.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5374.52000000</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>243820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-625413.94000000</valUSD>
        <pctVal>-0.02072642936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-243820000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>63425733.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-625413.94000000</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__05736715"/>
        </identifiers>
        <balance>2247219.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664527"/>
        <valUSD>2850.19000000</valUSD>
        <pctVal>0.000094456259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2247219.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2850.19000000</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>422000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580092"/>
        <valUSD>3729.07000000</valUSD>
        <pctVal>0.000123582640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-422000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378415.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3729.07000000</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>62950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>2026186.38000000</valUSD>
        <pctVal>0.067148501493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-62950000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>76708981.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2026186.38000000</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>77000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000068"/>
        <valUSD>2969.20000000</valUSD>
        <pctVal>0.000098400291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-77000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>696725.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2969.20000000</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__05812325"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3298.02000000</valUSD>
        <pctVal>-0.00010929749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8594423.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3298.02000000</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__05832551"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-1300.39000000</valUSD>
        <pctVal>-0.00004309536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6831207.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1300.39000000</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__05832553"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-1856.11000000</valUSD>
        <pctVal>-0.00006151211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6622175.95000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1856.11000000</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>311569.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8325123.68000000</valUSD>
        <pctVal>0.275897412684</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724071"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5031.13000000</valUSD>
        <pctVal>-0.00016673334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2103433.30000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5031.13000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832269"/>
        </identifiers>
        <balance>704240.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5489.99000000</valUSD>
        <pctVal>-0.00018194012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-704240.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5489.99000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685135"/>
        </identifiers>
        <balance>393467.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2258.68000000</valUSD>
        <pctVal>-0.00007485341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393467.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2258.68000000</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>19610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-39907.95000000</valUSD>
        <pctVal>-0.00132256295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19610000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3860395.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-39907.95000000</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>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4331.44000000</valUSD>
        <pctVal>0.000143545385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1358152.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4331.44000000</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>4200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>14111.31000000</valUSD>
        <pctVal>0.000467653583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4200000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>5816202.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>14111.31000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>697.19000000</valUSD>
        <pctVal>0.000023105112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>580659.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>697.19000000</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>2270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2200.56000000</valUSD>
        <pctVal>0.000072927302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2270000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2694194.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2200.56000000</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>182390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429734"/>
        <valUSD>34680.10000000</valUSD>
        <pctVal>0.001149310236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-182390000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2524160.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>34680.10000000</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__05685010"/>
        </identifiers>
        <balance>8934182.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>5683.39000000</valUSD>
        <pctVal>0.000188349465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8934182.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5683.39000000</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__05836188"/>
        </identifiers>
        <balance>1077315.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5070.30000000</valUSD>
        <pctVal>-0.00016803145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1077315.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9170000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5070.30000000</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__05776487"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-922.42000000</valUSD>
        <pctVal>-0.00003056931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7341859.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-922.42000000</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>425000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>4052.09000000</valUSD>
        <pctVal>0.000134287632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-425000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381401.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4052.09000000</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>6400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>2364.82000000</valUSD>
        <pctVal>0.000078370934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6400000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750714.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2364.82000000</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>1690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>9530.60000000</valUSD>
        <pctVal>0.000315847305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2013702.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>9530.60000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>825.99000000</valUSD>
        <pctVal>0.000027373587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1400000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>979076.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>825.99000000</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>489000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000011"/>
        <valUSD>-2816.57000000</valUSD>
        <pctVal>-0.00009334208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-489000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4402985.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2816.57000000</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__05684980"/>
        </identifiers>
        <balance>11176465.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>6088.79000000</valUSD>
        <pctVal>0.000201784558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11176465.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6088.79000000</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>1460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3313.34000000</valUSD>
        <pctVal>0.000109805207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1460000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1734728.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3313.34000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812320"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3438.01000000</valUSD>
        <pctVal>-0.00011393681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8694669.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3438.01000000</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__05833678"/>
        </identifiers>
        <balance>945858.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1003.58000000</valUSD>
        <pctVal>0.000033258980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-945858.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13520000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1003.58000000</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__05805790"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1173.26000000</valUSD>
        <pctVal>-0.00003888223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7090952.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1173.26000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818335"/>
        </identifiers>
        <balance>379374.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>853.00000000</valUSD>
        <pctVal>0.000028268708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379374.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>277000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>853.00000000</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__05776546"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>7235.60000000</valUSD>
        <pctVal>0.000239790229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9293148.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7235.60000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836070"/>
        </identifiers>
        <balance>21917986.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43155.45000000</valUSD>
        <pctVal>-0.00143018619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21917986.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20220000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-43155.45000000</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__05835574"/>
        </identifiers>
        <balance>1149560.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5313.31000000</valUSD>
        <pctVal>-0.00017608488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1149560.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5313.31000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05765645"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1753.21000000</valUSD>
        <pctVal>0.000058101971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2671195.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1753.21000000</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-BOBL FUTURE  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUF6"/>
        </identifiers>
        <balance>5889.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>177146.75000000</valUSD>
        <pctVal>0.005870703171</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>GOLDMAN SACHS</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>2021-09-08</expDate>
            <notionalAmt>948859390.58000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>177146.75000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805747"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2660.19000000</valUSD>
        <pctVal>-0.00008815959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7224826.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2660.19000000</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__05812282"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2587.50000000</valUSD>
        <pctVal>-0.00008575062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7123371.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2587.50000000</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__05776525"/>
        </identifiers>
        <balance>16713443.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-8987.83000000</valUSD>
        <pctVal>-0.00029785972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16713443.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8987.83000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05833645"/>
        </identifiers>
        <balance>1999881.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1309.25000000</valUSD>
        <pctVal>0.000043388987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1999881.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2690000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1309.25000000</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__05835672"/>
        </identifiers>
        <balance>6804798.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21446.62000000</valUSD>
        <pctVal>-0.00071074823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6804798.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-21446.62000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831762"/>
        </identifiers>
        <balance>1067129.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3970.85000000</valUSD>
        <pctVal>-0.00013159531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1067129.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>118000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3970.85000000</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__05717591"/>
        </identifiers>
        <balance>53967363.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-665647.73000000</valUSD>
        <pctVal>-0.02205979076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53967363.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5915000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-665647.73000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05812272"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1463.41000000</valUSD>
        <pctVal>0.000048497902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2173317.12000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1463.41000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729571"/>
        </identifiers>
        <balance>65744.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-929.05000000</valUSD>
        <pctVal>-0.00003078903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65744.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-929.05000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1449.90000000</valUSD>
        <pctVal>0.000048050176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>567437.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1449.90000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-5921.43000000</valUSD>
        <pctVal>-0.00019623819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389404.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5921.43000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685164"/>
        </identifiers>
        <balance>392995.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4532.45000000</valUSD>
        <pctVal>-0.00015020692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392995.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4532.45000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>972.58000000</valUSD>
        <pctVal>0.000032231629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>981802.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>972.58000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-848.97000000</valUSD>
        <pctVal>-0.00002813515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381828.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-848.97000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835800"/>
        </identifiers>
        <balance>1026589.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>573.31000000</valUSD>
        <pctVal>0.000018999687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1026589.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1470000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>573.31000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805863"/>
        </identifiers>
        <balance>390082.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2498.42000000</valUSD>
        <pctVal>0.000082798483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390082.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2498.42000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831723"/>
        </identifiers>
        <balance>5192549.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20912.43000000</valUSD>
        <pctVal>-0.00069304499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5192549.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>574000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-20912.43000000</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__05836211"/>
        </identifiers>
        <balance>1503028.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2820.76000000</valUSD>
        <pctVal>-0.00009348093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1503028.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12830000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2820.76000000</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__05788540"/>
        </identifiers>
        <balance>7219726.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>-8610.90000000</valUSD>
        <pctVal>-0.00028536813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7219726.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8610.90000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756113"/>
        </identifiers>
        <balance>383033.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3019.91000000</valUSD>
        <pctVal>-0.00010008083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383033.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3019.91000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-805.95000000</valUSD>
        <pctVal>-0.00002670945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>592286.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-805.95000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05805817"/>
        </identifiers>
        <balance>237575435.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2590802.48000000</valUSD>
        <pctVal>-0.08586006989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-237575435.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>170090000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2590802.48000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788532"/>
        </identifiers>
        <balance>25479613.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-30883.13000000</valUSD>
        <pctVal>-0.00102347736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25479613.51000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>2470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-30883.13000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831669"/>
        </identifiers>
        <balance>2851401.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13307.74000000</valUSD>
        <pctVal>-0.00044102300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2851401.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>315000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-13307.74000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836254"/>
        </identifiers>
        <balance>638283.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1128.71000000</valUSD>
        <pctVal>0.000037405830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-638283.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9130000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1128.71000000</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>6130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>638.38000000</valUSD>
        <pctVal>0.000021156128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6130000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>717417.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>638.38000000</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>246000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198377"/>
        <valUSD>3641.26000000</valUSD>
        <pctVal>0.000120672587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-246000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>341315.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3641.26000000</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>3270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6866.47000000</valUSD>
        <pctVal>0.000227557136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
            <curSold>GBP</curSold>
            <amtCurPur>4524208.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>6866.47000000</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  Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLV1 COMDTY"/>
        </identifiers>
        <balance>159.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>377410.00000000</valUSD>
        <pctVal>0.012507494966</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-21</expDate>
            <notionalAmt>11032430.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>377410.00000000</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__05678926"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2683.67000000</valUSD>
        <pctVal>-0.00008893773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8193906.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2683.67000000</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__05685104"/>
        </identifiers>
        <balance>376584.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6338.12000000</valUSD>
        <pctVal>-0.00021004743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376584.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>417000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6338.12000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1191.38000000</valUSD>
        <pctVal>-0.00003948273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382373.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1191.38000000</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__05756091"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-530.84000000</valUSD>
        <pctVal>-0.00001759221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7299330.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-530.84000000</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__05818310"/>
        </identifiers>
        <balance>35433.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>81.87000000</valUSD>
        <pctVal>0.000002713199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35433.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>81.87000000</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>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1496.80000000</valUSD>
        <pctVal>-0.00004960445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1611328.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1496.80000000</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 Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBQ1 COMDTY"/>
        </identifiers>
        <balance>568.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156811.20000000</valUSD>
        <pctVal>-0.00519677617</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Reformulated Gasoline Bl</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-07-30</expDate>
            <notionalAmt>53637192.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-156811.20000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>601.44000000</valUSD>
        <pctVal>0.000019931924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6670000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780522.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>601.44000000</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__05805797"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1072.66000000</valUSD>
        <pctVal>-0.00003554831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6990369.99000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1072.66000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833675"/>
        </identifiers>
        <balance>890610.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1624.82000000</valUSD>
        <pctVal>0.000053847083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-890610.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12740000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1624.82000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833699"/>
        </identifiers>
        <balance>723632.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>520.97000000</valUSD>
        <pctVal>0.000017265121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723632.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10340000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>520.97000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05724080"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9484.84000000</valUSD>
        <pctVal>-0.00031433080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6757782.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9484.84000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05678962"/>
        </identifiers>
        <balance>47627919.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-843930.79000000</valUSD>
        <pctVal>-0.02796815163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47627919.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62890000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-843930.79000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776465"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4523.97000000</valUSD>
        <pctVal>0.000149925894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2365613.12000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4523.97000000</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 ISRAEL ETF</title>
        <cusip>464286632</cusip>
        <identifiers>
          <isin value="US4642866325"/>
        </identifiers>
        <balance>14783.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029381.68000000</valUSD>
        <pctVal>0.034114056810</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>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>968.02000000</valUSD>
        <pctVal>0.000032080509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>706673.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>968.02000000</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>260000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000015"/>
        <valUSD>-464.24000000</valUSD>
        <pctVal>-0.00001538507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2342089.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-464.24000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05805720"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>425.55000000</valUSD>
        <pctVal>0.000014102870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2124204.95000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>425.55000000</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-BUXL 30Y BND Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUH2"/>
        </identifiers>
        <balance>666.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>825542.24000000</valUSD>
        <pctVal>0.027358748870</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>GOLDMAN SACHS</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>2021-09-08</expDate>
            <notionalAmt>160482392.01000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>825542.24000000</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>220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>312.36000000</valUSD>
        <pctVal>0.000010351715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-220000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>165477.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>312.36000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832706"/>
        </identifiers>
        <balance>1084233.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3153.33000000</valUSD>
        <pctVal>-0.00010450242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1084233.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1440000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3153.33000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832299"/>
        </identifiers>
        <balance>1785747.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10921.98000000</valUSD>
        <pctVal>-0.00036195810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1785747.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2540000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-10921.98000000</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>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-2115.27000000</valUSD>
        <pctVal>-0.00007010076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1560000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1685557.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2115.27000000</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__05836154"/>
        </identifiers>
        <balance>334078.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-482.64000000</valUSD>
        <pctVal>-0.00001599485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334078.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1270000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-482.64000000</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>4250000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>346328.88000000</valUSD>
        <pctVal>0.011477456143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4250000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>38644264.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>346328.88000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>3842.16000000</valUSD>
        <pctVal>0.000127330481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>581919.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3842.16000000</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__05736721"/>
        </identifiers>
        <balance>2257803.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>69.79000000</valUSD>
        <pctVal>0.000002312864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2257803.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>69.79000000</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 3YR BOND FUT Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YMU1 COMDTY"/>
        </identifiers>
        <balance>-237.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>11320.98000000</valUSD>
        <pctVal>0.000375181103</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 3 Year Australian Bond Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-15</expDate>
            <notionalAmt>-20909155.74000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>11320.98000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3158.63000000</valUSD>
        <pctVal>0.000104678065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1467495.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3158.63000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685057"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5910.48000000</valUSD>
        <pctVal>-0.00019587530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12528348.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5910.48000000</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__05805795"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1577.04000000</valUSD>
        <pctVal>-0.00005226363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7188942.41000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1577.04000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818346"/>
        </identifiers>
        <balance>396351.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>347.11000000</valUSD>
        <pctVal>0.000011503342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396351.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>347.11000000</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__05711653"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5371.97000000</valUSD>
        <pctVal>-0.00017802890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6750723.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5371.97000000</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>287220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>6682623.45000000</valUSD>
        <pctVal>0.221464399889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-287220000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>222334216.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6682623.45000000</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>276490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>-21344.72000000</valUSD>
        <pctVal>-0.00070737123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-276490000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>32308537.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-21344.72000000</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__05756087"/>
        </identifiers>
        <balance>7598433.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>1141.98000000</valUSD>
        <pctVal>0.000037845603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7598433.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1141.98000000</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__05788570"/>
        </identifiers>
        <balance>8083666.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-8151.27000000</valUSD>
        <pctVal>-0.00027013584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8083666.31000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8151.27000000</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>7410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>2232.61000000</valUSD>
        <pctVal>0.000073989450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7410000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>868681.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2232.61000000</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__05685016"/>
        </identifiers>
        <balance>9555054.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>4708.39000000</valUSD>
        <pctVal>0.000156037636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9555054.69000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4708.39000000</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      Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCU1 COMDTY"/>
        </identifiers>
        <balance>147.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30930.00000000</valUSD>
        <pctVal>-0.00102503065</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>GOLDMAN SACHS</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>2021-09-15</expDate>
            <notionalAmt>3542760.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-30930.00000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776457"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5050.39000000</valUSD>
        <pctVal>0.000167371631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2503101.15000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5050.39000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812375"/>
        </identifiers>
        <balance>146913.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38.71000000</valUSD>
        <pctVal>-0.00000128286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146913.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-38.71000000</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__05756086"/>
        </identifiers>
        <balance>9214196.81000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>1997.88000000</valUSD>
        <pctVal>0.000066210418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9214196.81000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1997.88000000</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__05812342"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3373.96000000</valUSD>
        <pctVal>-0.00011181417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7275020.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3373.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797783"/>
        </identifiers>
        <balance>6713489.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-2137.36000000</valUSD>
        <pctVal>-0.00007083283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6713489.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2137.36000000</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__05705761"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8573.03000000</valUSD>
        <pctVal>-0.00028411311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8549319.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8573.03000000</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__05717562"/>
        </identifiers>
        <balance>6944989.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>11455.30000000</valUSD>
        <pctVal>0.000379632513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6944989.38000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11455.30000000</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__05776510"/>
        </identifiers>
        <balance>7814719.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-6578.16000000</valUSD>
        <pctVal>-0.00021800244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7814719.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6578.16000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>672.14000000</valUSD>
        <pctVal>0.000022274946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>623794.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>672.14000000</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>2170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>18.41000000</valUSD>
        <pctVal>0.000000610113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2170000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1614285.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18.41000000</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>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>-219.06000000</valUSD>
        <pctVal>-0.00000725972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>446143.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-219.06000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2036.80000000</valUSD>
        <pctVal>0.000067500240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>533086.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2036.80000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833720"/>
        </identifiers>
        <balance>18127.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>81.19000000</valUSD>
        <pctVal>0.000002690664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18127.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>260000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>81.19000000</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__05836138"/>
        </identifiers>
        <balance>988641.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4353.14000000</valUSD>
        <pctVal>-0.00014426453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-988641.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8470000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4353.14000000</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>203000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51200024"/>
        <valUSD>2957.90000000</valUSD>
        <pctVal>0.000098025805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-203000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>281608.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2957.90000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736805"/>
        </identifiers>
        <balance>382441.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3316.11000000</valUSD>
        <pctVal>-0.00010989700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382441.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3316.11000000</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>2170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>9611.82000000</valUSD>
        <pctVal>0.000318538963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2170000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2583016.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>9611.82000000</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>1369000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000004"/>
        <valUSD>-8773.11000000</valUSD>
        <pctVal>-0.00029074383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1369000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>12325671.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-8773.11000000</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__05812279"/>
        </identifiers>
        <balance>15261627.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87792.27000000</valUSD>
        <pctVal>-0.00290946550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15261627.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-87792.27000000</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>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>542.19000000</valUSD>
        <pctVal>0.000017968359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>848889.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>542.19000000</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__05797828"/>
        </identifiers>
        <balance>39931099.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-167482.67000000</valUSD>
        <pctVal>-0.00555043229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39931099.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>342140000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-167482.67000000</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__05788601"/>
        </identifiers>
        <balance>96260858.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146937.26000000</valUSD>
        <pctVal>-0.00486955046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-96260858.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>821830000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-146937.26000000</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>13260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>-525.58000000</valUSD>
        <pctVal>-0.00001741789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13260000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1549961.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-525.58000000</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__05724085"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5795.81000000</valUSD>
        <pctVal>-0.00019207510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6949984.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5795.81000000</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__05776482"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1808.53000000</valUSD>
        <pctVal>-0.00005993529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7640476.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1808.53000000</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>SUGAR #11 (WORLD) Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV1 COMDTY"/>
        </identifiers>
        <balance>-47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64971.20000000</valUSD>
        <pctVal>-0.00215316752</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>GOLDMAN SACHS</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"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-30</expDate>
            <notionalAmt>-876758.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-64971.20000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1630.59000000</valUSD>
        <pctVal>-0.00005403830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1990682.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1630.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>260243.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17503944.18000000</valUSD>
        <pctVal>0.580086626536</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>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1835.15000000</valUSD>
        <pctVal>0.000060817491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>499913.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1835.15000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05805723"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>604.58000000</valUSD>
        <pctVal>0.000020035985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2124886.45000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>604.58000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836075"/>
        </identifiers>
        <balance>834588.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1571.03000000</valUSD>
        <pctVal>-0.00005206446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-834588.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1571.03000000</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__05776523"/>
        </identifiers>
        <balance>9681454.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-5193.14000000</valUSD>
        <pctVal>-0.00017210241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9681454.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5193.14000000</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__05788576"/>
        </identifiers>
        <balance>12780960.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-11768.86000000</valUSD>
        <pctVal>-0.00039002399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12780960.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11768.86000000</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__05736712"/>
        </identifiers>
        <balance>2114269.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>2184.45000000</valUSD>
        <pctVal>0.000072393411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2114269.62000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2184.45000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756111"/>
        </identifiers>
        <balance>382949.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2936.29000000</valUSD>
        <pctVal>-0.00009730964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382949.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2936.29000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776583"/>
        </identifiers>
        <balance>393905.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2089.43000000</valUSD>
        <pctVal>0.000069244416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393905.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>446000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2089.43000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>701.83000000</valUSD>
        <pctVal>0.000023258883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676377.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>701.83000000</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__05678971"/>
        </identifiers>
        <balance>2390533.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23466.79000000</valUSD>
        <pctVal>0.000777697352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2390533.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>176860000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>23466.79000000</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__05776541"/>
        </identifiers>
        <balance>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>7676.68000000</valUSD>
        <pctVal>0.000254407769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10615674.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7676.68000000</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__05749139"/>
        </identifiers>
        <balance>7262455.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>4843.42000000</valUSD>
        <pctVal>0.000160512575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7262455.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4843.42000000</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>23680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049995"/>
        <valUSD>4959.35000000</valUSD>
        <pctVal>0.000164354535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23680000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1194281.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4959.35000000</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__05697982"/>
        </identifiers>
        <balance>7993908.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>8187.92000000</valUSD>
        <pctVal>0.000271350436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7993908.09000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8187.92000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825908"/>
        </identifiers>
        <balance>1299898.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1735.06000000</valUSD>
        <pctVal>-0.00005750047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1299898.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96700000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1735.06000000</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>397050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>1262513.40000000</valUSD>
        <pctVal>0.041840120811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397050000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>47697947.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1262513.40000000</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>1019440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>837231.60000000</valUSD>
        <pctVal>0.027746138212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1019440000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>119316863.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>837231.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711600"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7162.42000000</valUSD>
        <pctVal>-0.00023736501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7851282.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7162.42000000</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__05776528"/>
        </identifiers>
        <balance>1670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9887.77000000</valUSD>
        <pctVal>0.000327684039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>17025466.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9887.77000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833735"/>
        </identifiers>
        <balance>1148959.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3802.04000000</valUSD>
        <pctVal>0.000126000890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1148959.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16460000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3802.04000000</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>168410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429741"/>
        <valUSD>30693.75000000</valUSD>
        <pctVal>0.001017201249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-168410000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2329357.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>30693.75000000</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__05833726"/>
        </identifiers>
        <balance>711789.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3259.17000000</valUSD>
        <pctVal>0.000108009995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-711789.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10210000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3259.17000000</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__05692083"/>
        </identifiers>
        <balance>2661807.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13984.12000000</valUSD>
        <pctVal>0.000463438463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2661807.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>196040000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13984.12000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818313"/>
        </identifiers>
        <balance>379999.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>901.59000000</valUSD>
        <pctVal>0.000029878997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379999.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>901.59000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05717607"/>
        </identifiers>
        <balance>4396978.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-184871.98000000</valUSD>
        <pctVal>-0.00612671990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4396978.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60290000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-184871.98000000</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__05749111"/>
        </identifiers>
        <balance>11202969.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>14872.33000000</valUSD>
        <pctVal>0.000492874043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11202969.15000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14872.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI PERU ETF</title>
        <cusip>464289842</cusip>
        <identifiers>
          <isin value="US4642898427"/>
        </identifiers>
        <balance>41499.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1205960.94000000</valUSD>
        <pctVal>0.039965953171</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>639.00000000</valUSD>
        <pctVal>0.000021176675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>496751.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>639.00000000</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>NIKKEI 225  (SGX) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NIU1 INDEX"/>
        </identifiers>
        <balance>36.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>-29018.92000000</valUSD>
        <pctVal>-0.00096169681</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>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-09</expDate>
            <notionalAmt>4694827.02000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-29018.92000000</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>10430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>75687.68000000</valUSD>
        <pctVal>0.002508315297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10430000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2815633.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>75687.68000000</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__05765705"/>
        </identifiers>
        <balance>9149625.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-2314.21000000</valUSD>
        <pctVal>-0.00007669370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9149625.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2314.21000000</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>1460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-1758.06000000</valUSD>
        <pctVal>-0.00005826270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1460000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1577730.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1758.06000000</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>1630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-799.66000000</valUSD>
        <pctVal>-0.00002650100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1932218.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-799.66000000</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__05756054"/>
        </identifiers>
        <balance>2309833.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-1734.67000000</valUSD>
        <pctVal>-0.00005748755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2309833.86000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1734.67000000</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>107000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197752"/>
        <valUSD>-1829.32000000</valUSD>
        <pctVal>-0.00006062428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-107000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>145045.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1829.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805786"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1435.78000000</valUSD>
        <pctVal>-0.00004758223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6784379.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1435.78000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812389"/>
        </identifiers>
        <balance>393379.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3319.78000000</valUSD>
        <pctVal>0.000110018631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393379.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3319.78000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788536"/>
        </identifiers>
        <balance>8660605.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>-9976.76000000</valUSD>
        <pctVal>-0.00033063319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8660605.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9976.76000000</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__05818311"/>
        </identifiers>
        <balance>380023.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>878.37000000</valUSD>
        <pctVal>0.000029109478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380023.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>878.37000000</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 Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FREN01542819"/>
        </identifiers>
        <balance>-187.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>281023.40000000</valUSD>
        <pctVal>0.009313210463</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Euronext CAC 40 Index</indexName>
                <indexIdentifier>CAC</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-16</expDate>
            <notionalAmt>-14795355.18000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>281023.40000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788530"/>
        </identifiers>
        <balance>11155174.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>-15164.40000000</valUSD>
        <pctVal>-0.00050255334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11155174.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15164.40000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05705780"/>
        </identifiers>
        <balance>74719858.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2618014.89000000</valUSD>
        <pctVal>-0.08676189835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74719858.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103190000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2618014.89000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685158"/>
        </identifiers>
        <balance>393257.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4794.59000000</valUSD>
        <pctVal>-0.00015889433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393257.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4794.59000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05788516"/>
        </identifiers>
        <balance>127344501.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-507848.71000000</valUSD>
        <pctVal>-0.01683027790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127344501.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168930000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-507848.71000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832440"/>
        </identifiers>
        <balance>950612.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-312.79000000</valUSD>
        <pctVal>-0.00001036596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-950612.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-312.79000000</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__05812315"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4072.84000000</valUSD>
        <pctVal>-0.00013497529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10920979.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4072.84000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835562"/>
        </identifiers>
        <balance>904273.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3291.53000000</valUSD>
        <pctVal>-0.00010908241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-904273.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3291.53000000</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__05692035"/>
        </identifiers>
        <balance>8891132.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4189.14000000</valUSD>
        <pctVal>0.000138829515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8891132.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4189.14000000</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__05805792"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1356.09000000</valUSD>
        <pctVal>-0.00004494128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7190831.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1356.09000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836015"/>
        </identifiers>
        <balance>1518002.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>208.40000000</valUSD>
        <pctVal>0.000006906446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1518002.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1880000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>208.40000000</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__05788535"/>
        </identifiers>
        <balance>7632457.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-9123.34000000</valUSD>
        <pctVal>-0.00030235057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7632457.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9123.34000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>703.80000000</valUSD>
        <pctVal>0.000023324169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>482841.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>703.80000000</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__05711626"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4976.19000000</valUSD>
        <pctVal>-0.00016491261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7565648.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4976.19000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>4236.55000000</valUSD>
        <pctVal>0.000140400698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394072.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4236.55000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685141"/>
        </identifiers>
        <balance>392121.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2285.95000000</valUSD>
        <pctVal>-0.00007575715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392121.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2285.95000000</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>1840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7934.85000000</valUSD>
        <pctVal>0.000262963611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1840000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1998522.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7934.85000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805806"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1678.54000000</valUSD>
        <pctVal>-0.00005562738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8912599.34000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1678.54000000</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>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>222.97000000</valUSD>
        <pctVal>0.000007389301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>931153.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>222.97000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717540"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7665.72000000</valUSD>
        <pctVal>-0.00025404455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2228888.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7665.72000000</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>289000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199056"/>
        <valUSD>1191.74000000</valUSD>
        <pctVal>0.000039494666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>397890.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1191.74000000</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__05705764"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6247.55000000</valUSD>
        <pctVal>-0.00020704591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6946121.67000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6247.55000000</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__05836176"/>
        </identifiers>
        <balance>980435.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4073.23000000</valUSD>
        <pctVal>-0.00013498821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980435.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4073.23000000</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__05685072"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4114.84000000</valUSD>
        <pctVal>-0.00013636718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6660029.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4114.84000000</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>8120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214997"/>
        <valUSD>1064.77000000</valUSD>
        <pctVal>0.000035286837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8120000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950533.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1064.77000000</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>87690.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8170954.20000000</valUSD>
        <pctVal>0.270788184007</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>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  Sep23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDU3 COMDTY"/>
        </identifiers>
        <balance>-2747.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>651112.50000000</valUSD>
        <pctVal>0.021578088328</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-18</expDate>
            <notionalAmt>-680533612.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>651112.50000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765654"/>
        </identifiers>
        <balance>2185382.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-4632.94000000</valUSD>
        <pctVal>-0.00015353719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2185382.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4632.94000000</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__05825860"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-941.23000000</valUSD>
        <pctVal>-0.00003119268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2164163.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-941.23000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>766.50000000</valUSD>
        <pctVal>0.000025402069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>510854.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>766.50000000</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>5240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>11265.14000000</valUSD>
        <pctVal>0.000373330547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>7250064.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11265.14000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812376"/>
        </identifiers>
        <balance>146895.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20.56000000</valUSD>
        <pctVal>-0.00000068136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146895.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-20.56000000</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>170880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>2453386.93000000</valUSD>
        <pctVal>0.081306072115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-170880000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>130754146.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2453386.93000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836253"/>
        </identifiers>
        <balance>724693.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>860.27000000</valUSD>
        <pctVal>0.000028509638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-724693.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10360000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>860.27000000</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__05833333"/>
        </identifiers>
        <balance>671151.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4112.61000000</valUSD>
        <pctVal>-0.00013629328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-671151.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5740000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4112.61000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3287.77000000</valUSD>
        <pctVal>0.000108957809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1067004.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3287.77000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1022.40000000</valUSD>
        <pctVal>0.000033882681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>504122.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1022.40000000</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__05736785"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6103.38000000</valUSD>
        <pctVal>-0.00020226807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7048797.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6103.38000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05698012"/>
        </identifiers>
        <balance>58441479.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1739622.28000000</valUSD>
        <pctVal>-0.05765167035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58441479.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81150000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1739622.28000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705714"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-13167.73000000</valUSD>
        <pctVal>-0.00043638302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8257301.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13167.73000000</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="1.33200101"/>
        <valUSD>838.08000000</valUSD>
        <pctVal>0.000027774254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>496333.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>838.08000000</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__05736736"/>
        </identifiers>
        <balance>1923796.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19394.20000000</valUSD>
        <pctVal>0.000642730343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1923796.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9770000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>19394.20000000</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>260000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>-460.10000000</valUSD>
        <pctVal>-0.00001524786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>230389.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-460.10000000</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__05805801"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-621.62000000</valUSD>
        <pctVal>-0.00002060069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10950489.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-621.62000000</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__05749163"/>
        </identifiers>
        <balance>10206803.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4549.71000000</valUSD>
        <pctVal>0.000150778927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10206803.46000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4549.71000000</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>140240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429741"/>
        <valUSD>26786.47000000</valUSD>
        <pctVal>0.000887712669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-140240000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1940952.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>26786.47000000</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>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781356"/>
        <valUSD>-158.43000000</valUSD>
        <pctVal>-0.00000525042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>97299.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-158.43000000</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__05832559"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-1462.92000000</valUSD>
        <pctVal>-0.00004848166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7544686.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1462.92000000</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>LEAN HOGS FUTURE  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHQ1 COMDTY"/>
        </identifiers>
        <balance>-106.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1040.00000000</valUSD>
        <pctVal>-0.00003446595</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Lean Hogs Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-13</expDate>
            <notionalAmt>-4376760.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1040.00000000</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__05797831"/>
        </identifiers>
        <balance>92718910.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-540393.26000000</valUSD>
        <pctVal>-0.01790881529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92718910.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>788180000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-540393.26000000</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__05736723"/>
        </identifiers>
        <balance>2167552.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>50.99000000</valUSD>
        <pctVal>0.000001689825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2167552.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>50.99000000</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__05776526"/>
        </identifiers>
        <balance>8766996.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5020.70000000</valUSD>
        <pctVal>-0.00016638769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8766996.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5020.70000000</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>3300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-3103.95000000</valUSD>
        <pctVal>-0.00010286595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3300000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3910368.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3103.95000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05678931"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2233.52000000</valUSD>
        <pctVal>-0.00007401960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7893427.62000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2233.52000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776588"/>
        </identifiers>
        <balance>95361.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>530.14000000</valUSD>
        <pctVal>0.000017569018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95361.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>530.14000000</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__05832239"/>
        </identifiers>
        <balance>95658952.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-300685.90000000</valUSD>
        <pctVal>-0.00996483235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95658952.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80410000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-300685.90000000</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__05835852"/>
        </identifiers>
        <balance>7599500.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836587"/>
        <valUSD>1301.50000000</valUSD>
        <pctVal>0.000043132149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7599500.25000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1301.50000000</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>1540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1154.71000000</valUSD>
        <pctVal>0.000038267479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1540000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1157310.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1154.71000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850002"/>
        <valUSD>-355.71000000</valUSD>
        <pctVal>-0.00001178834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>429289.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-355.71000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805769"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2988.58000000</valUSD>
        <pctVal>-0.00009904255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8292742.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2988.58000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05797748"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1785.92000000</valUSD>
        <pctVal>0.000059185992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2129383.41000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1785.92000000</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>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1871.34000000</valUSD>
        <pctVal>0.000062016840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1314249.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1871.34000000</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__05776586"/>
        </identifiers>
        <balance>379711.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2078.19000000</valUSD>
        <pctVal>0.000068871919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379711.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2078.19000000</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) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NKU1 INDEX"/>
        </identifiers>
        <balance>229.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>-142672.84000000</valUSD>
        <pctVal>-0.00472822614</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OSE Nikkei 225 Index Future</indexName>
                <indexIdentifier>NKY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-09</expDate>
            <notionalAmt>59634018.11000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-142672.84000000</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>151000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999971"/>
        <valUSD>1755.11000000</valUSD>
        <pctVal>0.000058164938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-151000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1362238.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1755.11000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>307.09000000</valUSD>
        <pctVal>0.000010177066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>580269.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>307.09000000</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__05832534"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>490.21000000</valUSD>
        <pctVal>0.000016245725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2079289.70000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>490.21000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>582.07000000</valUSD>
        <pctVal>0.000019289996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>533614.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>582.07000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05832590"/>
        </identifiers>
        <balance>993773.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-886.20000000</valUSD>
        <pctVal>-0.00002936896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-993773.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73960000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-886.20000000</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__05832556"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-2485.58000000</valUSD>
        <pctVal>-0.00008237296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8148640.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-2485.58000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05797752"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1307.28000000</valUSD>
        <pctVal>0.000043323701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>4475953.35000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1307.28000000</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>7620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519996"/>
        <valUSD>173.94000000</valUSD>
        <pctVal>0.000005764430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7620000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>885685.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>173.94000000</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__05836270"/>
        </identifiers>
        <balance>430517.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-872.00000000</valUSD>
        <pctVal>-0.00002889837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430517.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-872.00000000</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__05788533"/>
        </identifiers>
        <balance>7522158.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-8168.19000000</valUSD>
        <pctVal>-0.00027069657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7522158.71000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8168.19000000</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>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-265.08000000</valUSD>
        <pctVal>-0.00000878484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>690460.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-265.08000000</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>1610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4829.74000000</valUSD>
        <pctVal>0.000160059216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>2228964.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4829.74000000</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>577000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198964"/>
        <valUSD>-128.28000000</valUSD>
        <pctVal>-0.00000425124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-577000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>791897.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-128.28000000</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__05765663"/>
        </identifiers>
        <balance>21148745.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>9762.44000000</valUSD>
        <pctVal>0.000323530561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21148745.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>2080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9762.44000000</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>104470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>507828.71000000</valUSD>
        <pctVal>0.016829615097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-104470000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>12649364.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>507828.71000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736829"/>
        </identifiers>
        <balance>86435.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1330.26000000</valUSD>
        <pctVal>-0.00004408526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-86435.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1330.26000000</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>84210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>2205395.38000000</valUSD>
        <pctVal>0.073087548326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84210000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>102110688.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2205395.38000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05835836"/>
        </identifiers>
        <balance>32695295.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67111.60000000</valUSD>
        <pctVal>0.002224101108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32695295.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40570000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>67111.60000000</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>964000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203844"/>
        <valUSD>69842.41000000</valUSD>
        <pctVal>0.002314601074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-964000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>8756715.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>69842.41000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4731.96000000</valUSD>
        <pctVal>0.000156818753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376754.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4731.96000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05832538"/>
        </identifiers>
        <balance>181356787.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>108347.67000000</valUSD>
        <pctVal>0.003590678405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-181356787.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>224710000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>108347.67000000</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>272320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>1131342.68000000</valUSD>
        <pctVal>0.037493078814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-272320000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>32780457.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1131342.68000000</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__05711641"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4848.13000000</valUSD>
        <pctVal>-0.00016066866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7262415.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4848.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805742"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4223.81000000</valUSD>
        <pctVal>-0.00013997849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6700970.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4223.81000000</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__05678913"/>
        </identifiers>
        <balance>859370824.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>290717.39000000</valUSD>
        <pctVal>0.009634472568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-859370824.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>84960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>290717.39000000</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>101360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982645"/>
        <valUSD>24712.97000000</valUSD>
        <pctVal>0.000818996178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101360000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1385435.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>24712.97000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833738"/>
        </identifiers>
        <balance>1029749.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3954.93000000</valUSD>
        <pctVal>0.000131067716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1029749.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14760000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3954.93000000</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__05749159"/>
        </identifiers>
        <balance>12022164.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>5790.17000000</valUSD>
        <pctVal>0.000191888190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12022164.21000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5790.17000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812387"/>
        </identifiers>
        <balance>194695.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1594.95000000</valUSD>
        <pctVal>0.000052857182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-194695.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1594.95000000</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>5623000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203848"/>
        <valUSD>389254.89000000</valUSD>
        <pctVal>0.012900038624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5623000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>51059676.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>389254.89000000</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__05788597"/>
        </identifiers>
        <balance>26692419.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>846720.71000000</valUSD>
        <pctVal>0.028060610524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26692419.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>549620000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>846720.71000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3239.53000000</valUSD>
        <pctVal>0.000107359119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>951960.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3239.53000000</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>76580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>-70601.62000000</valUSD>
        <pctVal>-0.00233976155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76580000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>57427479.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-70601.62000000</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__05705713"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10823.40000000</valUSD>
        <pctVal>-0.00035869113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7052507.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10823.40000000</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__05736750"/>
        </identifiers>
        <balance>7560353.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>11120.48000000</valUSD>
        <pctVal>0.000368536465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7560353.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11120.48000000</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>17140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050009"/>
        <valUSD>3264.56000000</valUSD>
        <pctVal>0.000108188621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17140000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>864116.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3264.56000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>582.19000000</valUSD>
        <pctVal>0.000019293973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>573557.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>582.19000000</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__05692028"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2721.77000000</valUSD>
        <pctVal>-0.00009020037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7179154.35000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2721.77000000</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__05805774"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2633.63000000</valUSD>
        <pctVal>-0.00008727938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7585678.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2633.63000000</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>6050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214999"/>
        <valUSD>1802.89000000</valUSD>
        <pctVal>0.000059748383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6050000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>709227.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1802.89000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832718"/>
        </identifiers>
        <balance>1016955.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3442.25000000</valUSD>
        <pctVal>-0.00011407732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1016955.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1350000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3442.25000000</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>3060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>11680.50000000</valUSD>
        <pctVal>0.000387095718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3060000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3322114.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11680.50000000</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__05756081"/>
        </identifiers>
        <balance>7389931.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>1798.80000000</valUSD>
        <pctVal>0.000059612840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7389931.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1798.80000000</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>1300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2235.79000000</valUSD>
        <pctVal>0.000074094836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1798121.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2235.79000000</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__05776471"/>
        </identifiers>
        <balance>1825113.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12663.90000000</valUSD>
        <pctVal>0.000419685926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1825113.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12663.90000000</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>190000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-7191.59000000</valUSD>
        <pctVal>-0.00023833172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-190000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>253614.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7191.59000000</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>102470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982665"/>
        <valUSD>6645.57000000</valUSD>
        <pctVal>0.000220236436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1382269.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>6645.57000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831900"/>
        </identifiers>
        <balance>1610335.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6587.00000000</valUSD>
        <pctVal>-0.00021829540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1610335.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>178000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6587.00000000</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>2580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>28676.11000000</valUSD>
        <pctVal>0.000950335978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2580000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>706438.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>28676.11000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-569.63000000</valUSD>
        <pctVal>-0.00001887773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>502433.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-569.63000000</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__05797766"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1229.26000000</valUSD>
        <pctVal>0.000040738091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8074936.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1229.26000000</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__05832591"/>
        </identifiers>
        <balance>1146557.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1434.95000000</valUSD>
        <pctVal>-0.00004755472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1146557.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85300000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1434.95000000</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__05797754"/>
        </identifiers>
        <balance>190393.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>544.79000000</valUSD>
        <pctVal>0.000018054524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-190393.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>544.79000000</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>220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420001"/>
        <valUSD>-127.74000000</valUSD>
        <pctVal>-0.00000423334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>163538.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-127.74000000</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__05812304"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1921.99000000</valUSD>
        <pctVal>-0.00006369539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8504747.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1921.99000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>709.65000000</valUSD>
        <pctVal>0.000023518040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>586294.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>709.65000000</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__05711643"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5124.58000000</valUSD>
        <pctVal>-0.00016983031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6955723.71000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5124.58000000</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__05836288"/>
        </identifiers>
        <balance>429817.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-171.48000000</valUSD>
        <pctVal>-0.00000568290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429817.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-171.48000000</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>98000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198157"/>
        <valUSD>-3819.26000000</valUSD>
        <pctVal>-0.00012657156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-98000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>130701.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3819.26000000</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__05836158"/>
        </identifiers>
        <balance>1017235.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3313.30000000</valUSD>
        <pctVal>-0.00010980388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1017235.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3860000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3313.30000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805827"/>
        </identifiers>
        <balance>377474.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2538.53000000</valUSD>
        <pctVal>0.000084127742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377474.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2538.53000000</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__05776521"/>
        </identifiers>
        <balance>7338933.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4100.73000000</valUSD>
        <pctVal>-0.00013589957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7338933.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4100.73000000</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>90400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982668"/>
        <valUSD>19539.50000000</valUSD>
        <pctVal>0.000647545634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90400000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1233128.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19539.50000000</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__05812361"/>
        </identifiers>
        <balance>377745.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3156.12000000</valUSD>
        <pctVal>0.000104594883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377745.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3156.12000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812302"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2264.94000000</valUSD>
        <pctVal>-0.00007506087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7385945.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2264.94000000</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__05805736"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2550.73000000</valUSD>
        <pctVal>-0.00008453205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7123687.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2550.73000000</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__05765692"/>
        </identifiers>
        <balance>6926900.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058227"/>
        <valUSD>-3368.40000000</valUSD>
        <pctVal>-0.00011162991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6926900.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3368.40000000</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__05685074"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5034.46000000</valUSD>
        <pctVal>-0.00016684370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8072363.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5034.46000000</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__05776589"/>
        </identifiers>
        <balance>379670.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2118.43000000</valUSD>
        <pctVal>0.000070205486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379670.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2118.43000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818305"/>
        </identifiers>
        <balance>362956.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1075.14000000</valUSD>
        <pctVal>0.000035630503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-362956.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>410000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1075.14000000</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>13281000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>-103487.30000000</valUSD>
        <pctVal>-0.00342960410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13281000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>119575309.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-103487.30000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-747.50000000</valUSD>
        <pctVal>-0.00002477240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382817.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-747.50000000</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__05776570"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7494.44000000</valUSD>
        <pctVal>0.000248368274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7367951.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7494.44000000</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__05835674"/>
        </identifiers>
        <balance>1438532.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3592.99000000</valUSD>
        <pctVal>-0.00011907290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1438532.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3592.99000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>4389.72000000</valUSD>
        <pctVal>0.000145476804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>964969.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4389.72000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832688"/>
        </identifiers>
        <balance>2128395.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11279.47000000</valUSD>
        <pctVal>-0.00037380544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2128395.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2820000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11279.47000000</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__05749128"/>
        </identifiers>
        <balance>6856722.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>4839.08000000</valUSD>
        <pctVal>0.000160368746</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6856722.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4839.08000000</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>154000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51200619"/>
        <valUSD>-2258.63000000</valUSD>
        <pctVal>-0.00007485176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>209131.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2258.63000000</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__05705710"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-13943.61000000</valUSD>
        <pctVal>-0.00046209594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9271430.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13943.61000000</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__05805771"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2552.88000000</valUSD>
        <pctVal>-0.00008460330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8397910.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2552.88000000</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__05685087"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2719.52000000</valUSD>
        <pctVal>-0.00009012581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>4744550.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2719.52000000</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__05788552"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3892.72000000</valUSD>
        <pctVal>0.000129006056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7587451.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3892.72000000</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__05678914"/>
        </identifiers>
        <balance>8098842.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>1937.69000000</valUSD>
        <pctVal>0.000064215701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8098842.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1937.69000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>436.93000000</valUSD>
        <pctVal>0.000014480007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>698634.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>436.93000000</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__05776495"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-358.84000000</valUSD>
        <pctVal>-0.00001189207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8367513.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-358.84000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-620.67000000</valUSD>
        <pctVal>-0.00002056921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383832.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-620.67000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>163.65000000</valUSD>
        <pctVal>0.000005423416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>585748.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>163.65000000</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__05711637"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4817.13000000</valUSD>
        <pctVal>-0.00015964131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6755467.29000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4817.13000000</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 MAR23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH3 COMDTY"/>
        </identifiers>
        <balance>-1880.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>309575.00000000</valUSD>
        <pctVal>0.010259420137</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-13</expDate>
            <notionalAmt>-467325075.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>309575.00000000</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__05697981"/>
        </identifiers>
        <balance>6909776.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>3683.92000000</valUSD>
        <pctVal>0.000122086353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6909776.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3683.92000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836248"/>
        </identifiers>
        <balance>697949.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>290.84000000</valUSD>
        <pctVal>0.000009638535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-697949.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9970000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>290.84000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-1361.66000000</valUSD>
        <pctVal>-0.00004512587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383091.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1361.66000000</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__05832547"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-498.05000000</valUSD>
        <pctVal>-0.00001650554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7042360.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-498.05000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05836223"/>
        </identifiers>
        <balance>371888.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80.23000000</valUSD>
        <pctVal>0.000002658849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-371888.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>80.23000000</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__05697998"/>
        </identifiers>
        <balance>7162621.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4655.33000000</valUSD>
        <pctVal>0.000154279209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7162621.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4655.33000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>3734.12000000</valUSD>
        <pctVal>0.000123749998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393569.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3734.12000000</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>1610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4539.94000000</valUSD>
        <pctVal>0.000150455146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>2228674.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4539.94000000</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__05788566"/>
        </identifiers>
        <balance>7984648.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-8434.87000000</valUSD>
        <pctVal>-0.00027953444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7984648.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8434.87000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724059"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5019.17000000</valUSD>
        <pctVal>-0.00016633699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-530000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2374447.17000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5019.17000000</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__05729545"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5496.36000000</valUSD>
        <pctVal>-0.00018215122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2237146.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5496.36000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832922"/>
        </identifiers>
        <balance>13323563.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12762.28000000</valUSD>
        <pctVal>-0.00042294627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13323563.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17730000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-12762.28000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776455"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3979.57000000</valUSD>
        <pctVal>0.000131884294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2273218.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3979.57000000</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__05776490"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1305.51000000</valUSD>
        <pctVal>-0.00004326504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7848965.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1305.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797772"/>
        </identifiers>
        <balance>12823217.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-4847.13000000</valUSD>
        <pctVal>-0.00016063552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12823217.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1260000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4847.13000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05705778"/>
        </identifiers>
        <balance>42077727.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-116640.67000000</valUSD>
        <pctVal>-0.00386551122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42077727.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>837450000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-116640.67000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05705768"/>
        </identifiers>
        <balance>143482926.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3713419.61000000</valUSD>
        <pctVal>-0.12306398102</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-143482926.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101170000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3713419.61000000</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>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>2017.59000000</valUSD>
        <pctVal>0.000066863614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1140000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>857872.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2017.59000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736803"/>
        </identifiers>
        <balance>113751.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-990.06000000</valUSD>
        <pctVal>-0.00003281092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-113751.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-990.06000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05717592"/>
        </identifiers>
        <balance>1789.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14.20000000</valUSD>
        <pctVal>-0.00000047059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1789.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14.20000000</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>19560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>23243.12000000</valUSD>
        <pctVal>0.000770284853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19560000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>6026967.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>23243.12000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685129"/>
        </identifiers>
        <balance>392340.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1132.02000000</valUSD>
        <pctVal>-0.00003751552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392340.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1132.02000000</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>1720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4936.12000000</valUSD>
        <pctVal>0.000163584685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>2381030.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4936.12000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>741.60000000</valUSD>
        <pctVal>0.000024576874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>503841.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>741.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812354"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2375.90000000</valUSD>
        <pctVal>-0.00007873812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6877783.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2375.90000000</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__05836125"/>
        </identifiers>
        <balance>684889.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2744.27000000</valUSD>
        <pctVal>-0.00009094603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-684889.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5870000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2744.27000000</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  MAR22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH2 COMDTY"/>
        </identifiers>
        <balance>1676.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42937.50000000</valUSD>
        <pctVal>-0.00142296326</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>2022-03-14</expDate>
            <notionalAmt>418204937.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-42937.50000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7250.31000000</valUSD>
        <pctVal>0.000240277724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1456917.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7250.31000000</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>245281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5700330.44000000</valUSD>
        <pctVal>0.188910877518</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>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>447.19000000</valUSD>
        <pctVal>0.000014820027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>727147.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>447.19000000</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__05805799"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-695.14000000</valUSD>
        <pctVal>-0.00002303717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6790712.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-695.14000000</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__05797809"/>
        </identifiers>
        <balance>10275271.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-3457.69000000</valUSD>
        <pctVal>-0.00011458901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10275271.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3457.69000000</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>148920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429736"/>
        <valUSD>9524.45000000</valUSD>
        <pctVal>0.000315643492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-148920000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2042165.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9524.45000000</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>87970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982640"/>
        <valUSD>7545.71000000</valUSD>
        <pctVal>0.000250067379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87970000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1188512.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>7545.71000000</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__05835854"/>
        </identifiers>
        <balance>9534281.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836587"/>
        <valUSD>511.13000000</valUSD>
        <pctVal>0.000016939020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9534281.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>511.13000000</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>13080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049987"/>
        <valUSD>2173.92000000</valUSD>
        <pctVal>0.000072044443</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13080000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>659113.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2173.92000000</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__05736797"/>
        </identifiers>
        <balance>381966.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3729.13000000</valUSD>
        <pctVal>-0.00012358462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381966.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>426000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3729.13000000</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>41.62000000</valUSD>
        <pctVal>0.000001379300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>349691.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>41.62000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832594"/>
        </identifiers>
        <balance>953343.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4773.85000000</valUSD>
        <pctVal>0.000158207002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-953343.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>698000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4773.85000000</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>98300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>1918053.91000000</valUSD>
        <pctVal>0.063564954888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-98300000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>81300470.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1918053.91000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836260"/>
        </identifiers>
        <balance>755072.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2205.13000000</valUSD>
        <pctVal>-0.00007307875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-755072.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10750000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2205.13000000</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__05749086"/>
        </identifiers>
        <balance>2490350.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-1700.81000000</valUSD>
        <pctVal>-0.00005636541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2490350.50000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1700.81000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685128"/>
        </identifiers>
        <balance>455690.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1339.84000000</valUSD>
        <pctVal>-0.00004440275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-455690.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>331000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1339.84000000</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>2380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>260.39000000</valUSD>
        <pctVal>0.000008629412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2822703.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>260.39000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>3679.59000000</valUSD>
        <pctVal>0.000121942856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393515.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3679.59000000</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>195150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982656"/>
        <valUSD>2775.28000000</valUSD>
        <pctVal>0.000091973717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-195150000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>2622596.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>2775.28000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831627"/>
        </identifiers>
        <balance>3321958.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15354.22000000</valUSD>
        <pctVal>-0.00050884404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3321958.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>367000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-15354.22000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832449"/>
        </identifiers>
        <balance>844870.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>617.11000000</valUSD>
        <pctVal>0.000020451233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-844870.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>617.11000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05678954"/>
        </identifiers>
        <balance>52189991.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1930415.60000000</valUSD>
        <pctVal>-0.06397462547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52189991.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71930000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1930415.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805814"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1555.65000000</valUSD>
        <pctVal>-0.00005155476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11348273.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1555.65000000</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__05812313"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3419.51000000</valUSD>
        <pctVal>-0.00011332371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10317909.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3419.51000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>436.79000000</valUSD>
        <pctVal>0.000014475368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>636299.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>436.79000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776459"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4383.19000000</valUSD>
        <pctVal>0.000145260398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2455399.98000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4383.19000000</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__05825879"/>
        </identifiers>
        <balance>7187427.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836584"/>
        <valUSD>2023.61000000</valUSD>
        <pctVal>0.000067063119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7187427.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2023.61000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1241.80000000</valUSD>
        <pctVal>-0.00004115367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382323.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1241.80000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05705776"/>
        </identifiers>
        <balance>375343.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5097.16000000</valUSD>
        <pctVal>-0.00016892160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-375343.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>417000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5097.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05736782"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5395.17000000</valUSD>
        <pctVal>-0.00017879775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7156295.19000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5395.17000000</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__05678920"/>
        </identifiers>
        <balance>6765565.53000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>3636.13000000</valUSD>
        <pctVal>0.000120502577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6765565.53000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3636.13000000</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__05705762"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6665.39000000</valUSD>
        <pctVal>-0.00022089327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7449762.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6665.39000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832748"/>
        </identifiers>
        <balance>2492264.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7281.38000000</valUSD>
        <pctVal>-0.00024130739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2492264.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-7281.38000000</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>10010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.27874996"/>
        <valUSD>1517.92000000</valUSD>
        <pctVal>0.000050304381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10010000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>702559.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1517.92000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818340"/>
        </identifiers>
        <balance>146469.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>405.73000000</valUSD>
        <pctVal>0.000013446029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146469.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>405.73000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685044"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2621.70000000</valUSD>
        <pctVal>-0.00008688402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7585780.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2621.70000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05678897"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8503.43000000</valUSD>
        <pctVal>-0.00028180654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7787032.33000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8503.43000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05692047"/>
        </identifiers>
        <balance>196588.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147.32000000</valUSD>
        <pctVal>-0.00000488223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-196588.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>640000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-147.32000000</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__05805726"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1067.46000000</valUSD>
        <pctVal>0.000035375985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2126648.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1067.46000000</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__05797806"/>
        </identifiers>
        <balance>17905829.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-6072.82000000</valUSD>
        <pctVal>-0.00020125530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17905829.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6072.82000000</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__05765686"/>
        </identifiers>
        <balance>9464406.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-3536.75000000</valUSD>
        <pctVal>-0.00011720909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9464406.33000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3536.75000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05692078"/>
        </identifiers>
        <balance>585628.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3471.94000000</valUSD>
        <pctVal>0.000115061265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-585628.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3471.94000000</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__05805718"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>320.99000000</valUSD>
        <pctVal>0.000010637717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2168968.32000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>320.99000000</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>246000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198377"/>
        <valUSD>-12819.21000000</valUSD>
        <pctVal>-0.00042483295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-246000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>324855.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12819.21000000</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>CORN FUTURE       Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="C Z1 COMDTY"/>
        </identifiers>
        <balance>-764.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2068475.00000000</valUSD>
        <pctVal>-0.06854996065</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>CBOT Corn Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>-20412225.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2068475.00000000</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__05776480"/>
        </identifiers>
        <balance>49481516.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68673.94000000</valUSD>
        <pctVal>-0.00227587758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49481516.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-68673.94000000</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__05836141"/>
        </identifiers>
        <balance>695492.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2887.78000000</valUSD>
        <pctVal>-0.00009570200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-695492.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5960000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2887.78000000</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>112960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>359372.09000000</valUSD>
        <pctVal>0.011909712531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-112960000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>8251221.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>359372.09000000</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__05749122"/>
        </identifiers>
        <balance>8985265.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>5043.98000000</valUSD>
        <pctVal>0.000167159202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8985265.56000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5043.98000000</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__05697979"/>
        </identifiers>
        <balance>6717800.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>2267.83000000</valUSD>
        <pctVal>0.000075156652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6717800.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2267.83000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2685.98000000</valUSD>
        <pctVal>0.000089014285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1149437.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2685.98000000</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__05776561"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>7159.03000000</valUSD>
        <pctVal>0.000237252673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7567968.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7159.03000000</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__05776581"/>
        </identifiers>
        <balance>393933.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2061.94000000</valUSD>
        <pctVal>0.000068333388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393933.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>446000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2061.94000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3470.20000000</valUSD>
        <pctVal>0.000115003600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>798023.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3470.20000000</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__05805772"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2154.85000000</valUSD>
        <pctVal>-0.00007141245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8096985.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2154.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0015834312"/>
        </identifiers>
        <balance>-999.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>-25315.05000000</valUSD>
        <pctVal>-0.00083894931</pctVal>
        <payoffProfile>Short</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>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMX STOCKHOLM 30 INDEX</indexName>
                <indexIdentifier>OMX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-16</expDate>
            <notionalAmt>-26510202.98000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-25315.05000000</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__05711667"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6449.86000000</valUSD>
        <pctVal>-0.00021375054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8161703.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6449.86000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831843"/>
        </identifiers>
        <balance>523891.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1321.65000000</valUSD>
        <pctVal>-0.00004379992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-523891.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1321.65000000</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>289590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>2407984.42000000</valUSD>
        <pctVal>0.079801417588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289590000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>402485590.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2407984.42000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812381"/>
        </identifiers>
        <balance>394171.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217.50000000</valUSD>
        <pctVal>-0.00000720802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394171.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-217.50000000</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__05685056"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5588.15000000</valUSD>
        <pctVal>-0.00018519317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11618121.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5588.15000000</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__05756076"/>
        </identifiers>
        <balance>7588756.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>2273.66000000</valUSD>
        <pctVal>0.000075349860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7588756.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2273.66000000</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>424000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578292"/>
        <valUSD>5008.98000000</valUSD>
        <pctVal>0.000165999290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-424000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381470.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5008.98000000</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>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1391.99000000</valUSD>
        <pctVal>0.000046131019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>672192.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1391.99000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05705785"/>
        </identifiers>
        <balance>1951987.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-559.44000000</valUSD>
        <pctVal>-0.00001854003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1951987.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>142970000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-559.44000000</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>198000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198704"/>
        <valUSD>914.10000000</valUSD>
        <pctVal>0.000030293582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-198000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>272700.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>914.10000000</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 STOXX 50     Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4FMQL5"/>
        </identifiers>
        <balance>2110.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-514198.25000000</valUSD>
        <pctVal>-0.01704070380</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Future</indexName>
                <indexIdentifier>SX5E</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>102273535.44000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-514198.25000000</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>240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200104"/>
        <valUSD>206.36000000</valUSD>
        <pctVal>0.000006838840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>180386.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>206.36000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05717582"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-14108.30000000</valUSD>
        <pctVal>-0.00046755383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8657530.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14108.30000000</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__05835833"/>
        </identifiers>
        <balance>452309.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664537"/>
        <valUSD>-182.77000000</valUSD>
        <pctVal>-0.00000605705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-452309.60000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-182.77000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833672"/>
        </identifiers>
        <balance>1020301.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>796.74000000</valUSD>
        <pctVal>0.000026404232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020301.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14580000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>796.74000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05797751"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3007.58000000</valUSD>
        <pctVal>0.000099672217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2088872.42000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3007.58000000</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__05685050"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2589.96000000</valUSD>
        <pctVal>-0.00008583214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8397593.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2589.96000000</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__05832544"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-196.62000000</valUSD>
        <pctVal>-0.00000651605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8168332.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-196.62000000</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__05765647"/>
        </identifiers>
        <balance>2312966.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-2557.56000000</valUSD>
        <pctVal>-0.00008475840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2312966.28000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2557.56000000</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__05765696"/>
        </identifiers>
        <balance>11429317.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-7922.57000000</valUSD>
        <pctVal>-0.00026255664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11429317.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7922.57000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-78.23000000</valUSD>
        <pctVal>-0.00000259256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>532954.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-78.23000000</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>11150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781355"/>
        <valUSD>3169.07000000</valUSD>
        <pctVal>0.000105024050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11150000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2220832.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3169.07000000</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__05805831"/>
        </identifiers>
        <balance>378212.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2688.55000000</valUSD>
        <pctVal>0.000089099455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378212.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2688.55000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-877.64000000</valUSD>
        <pctVal>-0.00002908528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>562185.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-877.64000000</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__05756073"/>
        </identifiers>
        <balance>7286781.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>1998.47000000</valUSD>
        <pctVal>0.000066229971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7286781.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1998.47000000</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__05776481"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1550.05000000</valUSD>
        <pctVal>-0.00005136918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6009412.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1550.05000000</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>226000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198301"/>
        <valUSD>991.93000000</valUSD>
        <pctVal>0.000032872895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-226000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>311213.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>991.93000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05765831"/>
        </identifiers>
        <balance>385548.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2914.98000000</valUSD>
        <pctVal>0.000096603422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-385548.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2914.98000000</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__05749097"/>
        </identifiers>
        <balance>3579794.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>-3164.36000000</valUSD>
        <pctVal>-0.00010486795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3579794.94000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3164.36000000</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>65680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>103309.15000000</valUSD>
        <pctVal>0.003423700149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65680000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>48962783.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>103309.15000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836042"/>
        </identifiers>
        <balance>1684953.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2843.86000000</valUSD>
        <pctVal>0.000094246481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1684953.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2090000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2843.86000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736815"/>
        </identifiers>
        <balance>239761.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2291.27000000</valUSD>
        <pctVal>-0.00007593346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-239761.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2291.27000000</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__05805746"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1958.39000000</valUSD>
        <pctVal>-0.00006490170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7128784.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1958.39000000</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>161030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429734"/>
        <valUSD>28267.91000000</valUSD>
        <pctVal>0.000936808092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-161030000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2226200.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>28267.91000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805821"/>
        </identifiers>
        <balance>35312.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>202.30000000</valUSD>
        <pctVal>0.000006704290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35312.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>202.30000000</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__05684992"/>
        </identifiers>
        <balance>9342033.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>5738.15000000</valUSD>
        <pctVal>0.000190164230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9342033.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5738.15000000</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__05776580"/>
        </identifiers>
        <balance>130724.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>681.81000000</valUSD>
        <pctVal>0.000022595413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130724.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>148000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>681.81000000</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>112290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>2048037.71000000</valUSD>
        <pctVal>0.067872661955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-112290000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>92728114.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2048037.71000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825907"/>
        </identifiers>
        <balance>994157.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1404.37000000</valUSD>
        <pctVal>-0.00004654129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-994157.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73950000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1404.37000000</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>270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1420.20000000</valUSD>
        <pctVal>0.000047065908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-270000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>190082.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1420.20000000</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>114000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576665"/>
        <valUSD>-221.42000000</valUSD>
        <pctVal>-0.00000733793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>100997.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-221.42000000</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>1620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>2008.79000000</valUSD>
        <pctVal>0.000066571979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1620000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1133983.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2008.79000000</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__05805805"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1407.50000000</valUSD>
        <pctVal>-0.00004664502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9320687.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1407.50000000</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__05765669"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4643.04000000</valUSD>
        <pctVal>-0.00015387191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8228570.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4643.04000000</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__05736756"/>
        </identifiers>
        <balance>6653749.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>9711.78000000</valUSD>
        <pctVal>0.000321851671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6653749.74000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9711.78000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05832555"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-2379.79000000</valUSD>
        <pctVal>-0.00007886704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6924046.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-2379.79000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>433.10000000</valUSD>
        <pctVal>0.000014353080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>496545.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>433.10000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832778"/>
        </identifiers>
        <balance>210453.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-243.55000000</valUSD>
        <pctVal>-0.00000807132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210453.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>280000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-243.55000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836274"/>
        </identifiers>
        <balance>431010.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1365.06000000</valUSD>
        <pctVal>-0.00004523854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431010.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1365.06000000</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>454000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199708"/>
        <valUSD>-7820.16000000</valUSD>
        <pctVal>-0.00025916274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-454000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>615367.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7820.16000000</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>3340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2871.78000000</valUSD>
        <pctVal>0.000095171759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3340000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>2510377.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2871.78000000</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>154280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429742"/>
        <valUSD>11865.21000000</valUSD>
        <pctVal>0.000393217069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154280000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2117665.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11865.21000000</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__05805825"/>
        </identifiers>
        <balance>377496.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2516.88000000</valUSD>
        <pctVal>0.000083410253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377496.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2516.88000000</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>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34419999"/>
        <valUSD>-182.55000000</valUSD>
        <pctVal>-0.00000604976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>371785.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-182.55000000</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__05805829"/>
        </identifiers>
        <balance>332428.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2303.46000000</valUSD>
        <pctVal>0.000076337442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-332428.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>377000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2303.46000000</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>154850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429747"/>
        <valUSD>16956.56000000</valUSD>
        <pctVal>0.000561946129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2130537.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16956.56000000</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__05788568"/>
        </identifiers>
        <balance>7571226.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-7540.00000000</valUSD>
        <pctVal>-0.00024987814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7571226.38000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7540.00000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05805834"/>
        </identifiers>
        <balance>173276846.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1738881.36000000</valUSD>
        <pctVal>-0.05762711602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-173276846.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>245500000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1738881.36000000</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>22870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>180971.09000000</valUSD>
        <pctVal>0.005997443091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22870000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>27313544.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>180971.09000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835819"/>
        </identifiers>
        <balance>2246819.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3155.62000000</valUSD>
        <pctVal>0.000104578313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2246819.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3220000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3155.62000000</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__05765680"/>
        </identifiers>
        <balance>9256041.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2895.89000000</valUSD>
        <pctVal>-0.00009597077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9256041.34000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2895.89000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05833324"/>
        </identifiers>
        <balance>716986.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2970.80000000</valUSD>
        <pctVal>-0.00009845331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-716986.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2970.80000000</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>12610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>-856.38000000</valUSD>
        <pctVal>-0.00002838072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12610000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1473626.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-856.38000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-726.80000000</valUSD>
        <pctVal>-0.00002408639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>551285.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-726.80000000</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__05776535"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8873.29000000</valUSD>
        <pctVal>0.000294063829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12248988.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8873.29000000</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>5000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>25897.05000000</valUSD>
        <pctVal>0.000858236990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5000000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5955400.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>25897.05000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685139"/>
        </identifiers>
        <balance>397619.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2293.43000000</valUSD>
        <pctVal>-0.00007600504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397619.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>288000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2293.43000000</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__05678916"/>
        </identifiers>
        <balance>15682665.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>4788.27000000</valUSD>
        <pctVal>0.000158684886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15682665.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4788.27000000</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__05836115"/>
        </identifiers>
        <balance>1014222.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3205.84000000</valUSD>
        <pctVal>-0.00010624262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1014222.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8700000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3205.84000000</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__05685060"/>
        </identifiers>
        <balance>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7346.55000000</valUSD>
        <pctVal>-0.00024346715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1560000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15762233.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7346.55000000</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>3780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>-695.88000000</valUSD>
        <pctVal>-0.00002306169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3780000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>992211.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-695.88000000</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>26250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850000"/>
        <valUSD>-6175.91000000</valUSD>
        <pctVal>-0.00020467174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26250000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>8049678.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6175.91000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832470"/>
        </identifiers>
        <balance>663603.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209.01000000</valUSD>
        <pctVal>0.000006926662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-663603.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>209.01000000</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__05711673"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5325.07000000</valUSD>
        <pctVal>-0.00017647461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6852566.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5325.07000000</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>100510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982677"/>
        <valUSD>23850.70000000</valUSD>
        <pctVal>0.000790420259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100510000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1373162.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>23850.70000000</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__05684996"/>
        </identifiers>
        <balance>7818409.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>4856.81000000</valUSD>
        <pctVal>0.000160956325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7818409.06000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4856.81000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05678927"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2044.07000000</valUSD>
        <pctVal>-0.00006774117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7083506.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2044.07000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832431"/>
        </identifiers>
        <balance>986041.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-803.69000000</valUSD>
        <pctVal>-0.00002663455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-986041.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-803.69000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-1145.40000000</valUSD>
        <pctVal>-0.00003795894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>480992.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1145.40000000</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__05788554"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3140.61000000</valUSD>
        <pctVal>0.000104080876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7070577.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3140.61000000</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>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3805.54000000</valUSD>
        <pctVal>0.000126116881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1053191.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3805.54000000</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>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1065.28000000</valUSD>
        <pctVal>0.000035303739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>693443.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1065.28000000</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>330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>501.54000000</valUSD>
        <pctVal>0.000016621205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-330000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>248249.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>501.54000000</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>3220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>2111.45000000</valUSD>
        <pctVal>0.000069974166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3220000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>847921.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2111.45000000</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__05788567"/>
        </identifiers>
        <balance>8187432.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-8422.96000000</valUSD>
        <pctVal>-0.00027913974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8187432.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8422.96000000</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>427000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580078"/>
        <valUSD>2905.51000000</valUSD>
        <pctVal>0.000096289583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-427000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382031.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2905.51000000</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>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-30.43000000</valUSD>
        <pctVal>-0.00000100846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>703166.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-30.43000000</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__05705748"/>
        </identifiers>
        <balance>10561363.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>10538.88000000</valUSD>
        <pctVal>0.000349262045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10561363.05000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10538.88000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832596"/>
        </identifiers>
        <balance>394316.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3755.29000000</valUSD>
        <pctVal>0.000124451579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394316.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3755.29000000</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__05711668"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4993.43000000</valUSD>
        <pctVal>-0.00016548395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6753959.79000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4993.43000000</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>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>5676.53000000</valUSD>
        <pctVal>0.000188122122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1357603.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5676.53000000</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__05805737"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2550.72000000</valUSD>
        <pctVal>-0.00008453172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6715366.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2550.72000000</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>201460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>401210.84000000</valUSD>
        <pctVal>0.013296262848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-201460000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>163090748.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>401210.84000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05788603"/>
        </identifiers>
        <balance>29980722.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20201.18000000</valUSD>
        <pctVal>-0.00066947393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29980722.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428840000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-20201.18000000</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__05685053"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4644.30000000</valUSD>
        <pctVal>-0.00015391367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10814650.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4644.30000000</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>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-584.94000000</valUSD>
        <pctVal>-0.00001938510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1351716.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-584.94000000</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>39270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429798"/>
        <valUSD>4415.07000000</valUSD>
        <pctVal>0.000146316912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39270000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>540419.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4415.07000000</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>1720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4660.92000000</valUSD>
        <pctVal>0.000154464464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>2380755.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4660.92000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805847"/>
        </identifiers>
        <balance>391033.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4292.98000000</valUSD>
        <pctVal>0.000142270808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-391033.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>288000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4292.98000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833708"/>
        </identifiers>
        <balance>397293.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1200.61000000</valUSD>
        <pctVal>0.000039788621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397293.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5690000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1200.61000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2995.78000000</valUSD>
        <pctVal>0.000099281161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>844985.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2995.78000000</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>3250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>1167.66000000</valUSD>
        <pctVal>0.000038696647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3250000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>854858.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1167.66000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-397.05000000</valUSD>
        <pctVal>-0.00001315837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>607710.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-397.05000000</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__05805794"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1423.94000000</valUSD>
        <pctVal>-0.00004718985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6784480.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1423.94000000</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__05697985"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3284.99000000</valUSD>
        <pctVal>-0.00010886567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7478666.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3284.99000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831810"/>
        </identifiers>
        <balance>4644060.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13012.91000000</valUSD>
        <pctVal>-0.00043125223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4644060.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>514000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-13012.91000000</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>154000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999988"/>
        <valUSD>1025.86000000</valUSD>
        <pctVal>0.000033997347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1388538.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1025.86000000</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>1640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1854.17000000</valUSD>
        <pctVal>-0.00006144782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1943022.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1854.17000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3385.79000000</valUSD>
        <pctVal>0.000112206225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1442234.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3385.79000000</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__05684986"/>
        </identifiers>
        <balance>8137700.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>3340.11000000</valUSD>
        <pctVal>0.000110692374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8137700.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3340.11000000</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__05836161"/>
        </identifiers>
        <balance>1081806.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2216.47000000</valUSD>
        <pctVal>-0.00007345456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1081806.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4110000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2216.47000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832320"/>
        </identifiers>
        <balance>850521.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5033.59000000</valUSD>
        <pctVal>-0.00016681487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-850521.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5033.59000000</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__05812296"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1859.78000000</valUSD>
        <pctVal>-0.00006163373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7186524.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1859.78000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-4989.93000000</valUSD>
        <pctVal>-0.00016536796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393081.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4989.93000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>821.26000000</valUSD>
        <pctVal>0.000027216833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>556376.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>821.26000000</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__05788511"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2554.44000000</valUSD>
        <pctVal>0.000084655005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2222631.67000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2554.44000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1122.23000000</valUSD>
        <pctVal>0.000037191081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>691812.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1122.23000000</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__05797822"/>
        </identifiers>
        <balance>11283010.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2675.57000000</valUSD>
        <pctVal>-0.00008866929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11283010.14000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2675.57000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717538"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7396.56000000</valUSD>
        <pctVal>-0.00024512449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2184751.73000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7396.56000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-217.73000000</valUSD>
        <pctVal>-0.00000721564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>510292.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-217.73000000</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__05776527"/>
        </identifiers>
        <balance>7137755.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-4300.36000000</valUSD>
        <pctVal>-0.00014251538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7137755.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4300.36000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685154"/>
        </identifiers>
        <balance>785097.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8170.90000000</valUSD>
        <pctVal>-0.00027078638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-785097.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>566000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8170.90000000</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__05825875"/>
        </identifiers>
        <balance>1550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6850.27000000</valUSD>
        <pctVal>-0.00022702026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1550000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15665034.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6850.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>791177.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181472268.49000000</valUSD>
        <pctVal>6.014052316199</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05749164"/>
        </identifiers>
        <balance>137056306.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2578064.51000000</valUSD>
        <pctVal>-0.08543792925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137056306.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97340000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2578064.51000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>869.40000000</valUSD>
        <pctVal>0.000028812209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>483006.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>869.40000000</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>250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>322.45000000</valUSD>
        <pctVal>0.000010686101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-250000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>188010.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>322.45000000</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__05678901"/>
        </identifiers>
        <balance>7314271.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>4128.73000000</valUSD>
        <pctVal>0.000136827507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7314271.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4128.73000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-681.00000000</valUSD>
        <pctVal>-0.00002256857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382884.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-681.00000000</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__05805740"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4124.43000000</valUSD>
        <pctVal>-0.00013668500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7824710.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4124.43000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2778.21000000</valUSD>
        <pctVal>0.000092070818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>785472.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2778.21000000</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__05805761"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2739.70000000</valUSD>
        <pctVal>-0.00009079458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10628050.65000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2739.70000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831834"/>
        </identifiers>
        <balance>776720.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1875.49000000</valUSD>
        <pctVal>-0.00006215437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-776720.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1875.49000000</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>8130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781355"/>
        <valUSD>-16230.08000000</valUSD>
        <pctVal>-0.00053787033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8130000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1600774.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-16230.08000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>4204.06000000</valUSD>
        <pctVal>0.000139323969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>582281.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4204.06000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678991"/>
        </identifiers>
        <balance>992055.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6484.67000000</valUSD>
        <pctVal>-0.00021490415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-992055.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>718000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6484.67000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05749186"/>
        </identifiers>
        <balance>9674226.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-301957.01000000</valUSD>
        <pctVal>-0.01000695737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9674226.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134150000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-301957.01000000</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__05836203"/>
        </identifiers>
        <balance>671133.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3465.48000000</valUSD>
        <pctVal>-0.00011484717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-671133.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5710000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3465.48000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05833318"/>
        </identifiers>
        <balance>858471.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3817.08000000</valUSD>
        <pctVal>-0.00012649932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-858471.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3817.08000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685155"/>
        </identifiers>
        <balance>392526.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4063.67000000</valUSD>
        <pctVal>-0.00013467139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392526.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4063.67000000</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__05818318"/>
        </identifiers>
        <balance>18116053.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146516.74000000</valUSD>
        <pctVal>-0.00485561428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18116053.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>153650000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-146516.74000000</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>230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>326.60000000</valUSD>
        <pctVal>0.000010823634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-230000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>161039.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>326.60000000</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>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1331.01000000</valUSD>
        <pctVal>0.000044110121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>782111.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1331.01000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1352.08000000</valUSD>
        <pctVal>-0.00004480838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382212.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1352.08000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1117.65000000</valUSD>
        <pctVal>0.000037039298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>609225.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1117.65000000</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>115260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>663356.87000000</valUSD>
        <pctVal>0.021983870889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115260000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>93741864.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>663356.87000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818348"/>
        </identifiers>
        <balance>19084.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>133.02000000</valUSD>
        <pctVal>0.000004408327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19084.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>133.02000000</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__05756084"/>
        </identifiers>
        <balance>7393887.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>1336.15000000</valUSD>
        <pctVal>0.000044280462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7393887.49000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1336.15000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832787"/>
        </identifiers>
        <balance>758964.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-706.81000000</valUSD>
        <pctVal>-0.00002342392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-758964.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-706.81000000</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>854000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199489"/>
        <valUSD>4720.73000000</valUSD>
        <pctVal>0.000156446587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-854000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1176973.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4720.73000000</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 Taiwan Index Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TWTN1 INDEX"/>
        </identifiers>
        <balance>849.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>292650.00000000</valUSD>
        <pctVal>0.009698519917</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE Taiwan Index</indexName>
                <indexIdentifier>FTCRTWRP</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-29</expDate>
            <notionalAmt>51504840.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>292650.00000000</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__05836197"/>
        </identifiers>
        <balance>961557.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5073.05000000</valUSD>
        <pctVal>-0.00016812259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-961557.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8180000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5073.05000000</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>390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2039.70000000</valUSD>
        <pctVal>0.000067596347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>274552.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2039.70000000</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__05678929"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2112.49000000</valUSD>
        <pctVal>-0.00007000863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7285806.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2112.49000000</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__05776593"/>
        </identifiers>
        <balance>379677.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2111.72000000</valUSD>
        <pctVal>0.000069983114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379677.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2111.72000000</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 Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GDSVW266"/>
        </identifiers>
        <balance>88.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>107282.70000000</valUSD>
        <pctVal>0.003555384940</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Nickel Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-13</expDate>
            <notionalAmt>9509709.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>107282.70000000</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>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-345.22000000</valUSD>
        <pctVal>-0.00001144070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1150000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>863017.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-345.22000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805849"/>
        </identifiers>
        <balance>307866.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2355.13000000</valUSD>
        <pctVal>0.000078049804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-307866.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>226000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2355.13000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836020"/>
        </identifiers>
        <balance>1009342.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>105.97000000</valUSD>
        <pctVal>0.000003511881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1009342.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>105.97000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1801.69000000</valUSD>
        <pctVal>0.000059708615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>913558.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1801.69000000</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__05749140"/>
        </identifiers>
        <balance>8268473.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>5826.83000000</valUSD>
        <pctVal>0.000193103115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8268473.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5826.83000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>243.20000000</valUSD>
        <pctVal>0.000008059730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>531293.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>243.20000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>3870.53000000</valUSD>
        <pctVal>0.000128270672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393706.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3870.53000000</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>93000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999941"/>
        <valUSD>1111.24000000</valUSD>
        <pctVal>0.000036826869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>839024.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1111.24000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832599"/>
        </identifiers>
        <balance>289009.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3367.29000000</valUSD>
        <pctVal>0.000111593128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289009.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>213000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3367.29000000</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__05831867"/>
        </identifiers>
        <balance>307375.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1041.30000000</valUSD>
        <pctVal>-0.00003450903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-307375.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1041.30000000</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__05831822"/>
        </identifiers>
        <balance>795278.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2414.72000000</valUSD>
        <pctVal>-0.00008002463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-795278.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>88000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2414.72000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05698020"/>
        </identifiers>
        <balance>2241641.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12526.35000000</valUSD>
        <pctVal>0.000415127472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2241641.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165150000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12526.35000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835946"/>
        </identifiers>
        <balance>3201987.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3715.70000000</valUSD>
        <pctVal>0.000123139553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3201987.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4270000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3715.70000000</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>16920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-45419.63000000</valUSD>
        <pctVal>-0.00150522189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16920000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3319860.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-45419.63000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836035"/>
        </identifiers>
        <balance>1390876.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1875.77000000</valUSD>
        <pctVal>-0.00006216365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390876.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1720000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1875.77000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>802.88000000</valUSD>
        <pctVal>0.000026607714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1009261.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>802.88000000</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>9740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520001"/>
        <valUSD>-2061.32000000</valUSD>
        <pctVal>-0.00006831284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9740000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1129812.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2061.32000000</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>9170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-22739.19000000</valUSD>
        <pctVal>-0.00075358444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9170000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1801115.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-22739.19000000</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__05736710"/>
        </identifiers>
        <balance>2160022.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>2029.18000000</valUSD>
        <pctVal>0.000067247711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2160022.08000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2029.18000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05736781"/>
        </identifiers>
        <balance>7362872.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>10344.08000000</valUSD>
        <pctVal>0.000342806307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7362872.71000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10344.08000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836238"/>
        </identifiers>
        <balance>700377.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>664.63000000</valUSD>
        <pctVal>0.000022026062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700377.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10010000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>664.63000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05832573"/>
        </identifiers>
        <balance>5610131.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8496.98000000</valUSD>
        <pctVal>-0.00028159278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5610131.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18250000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8496.98000000</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__05836039"/>
        </identifiers>
        <balance>1193789.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1397.88000000</valUSD>
        <pctVal>0.000046326215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1193789.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1397.88000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05724108"/>
        </identifiers>
        <balance>69679136.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2989659.78000000</valUSD>
        <pctVal>-0.09907833562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69679136.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>954560000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2989659.78000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831735"/>
        </identifiers>
        <balance>1139467.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4229.75000000</valUSD>
        <pctVal>-0.00014017534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1139467.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4229.75000000</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__05678919"/>
        </identifiers>
        <balance>11518848.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>5334.37000000</valUSD>
        <pctVal>0.000176782824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11518848.42000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5334.37000000</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 DEC22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ2 COMDTY"/>
        </identifiers>
        <balance>-1397.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>189100.00000000</valUSD>
        <pctVal>0.006266837916</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME 3 Month Eurodollar Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-19</expDate>
            <notionalAmt>-347623000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>189100.00000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724070"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6797.44000000</valUSD>
        <pctVal>-0.00022526945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2909614.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6797.44000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-624.00000000</valUSD>
        <pctVal>-0.00002067957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>544401.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-624.00000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835571"/>
        </identifiers>
        <balance>2895848.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12706.35000000</valUSD>
        <pctVal>-0.00042109273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2895848.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>320000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-12706.35000000</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__05825881"/>
        </identifiers>
        <balance>7490397.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836581"/>
        <valUSD>2193.77000000</valUSD>
        <pctVal>0.000072702279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7490397.66000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2193.77000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788558"/>
        </identifiers>
        <balance>7356709.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>-6179.66000000</valUSD>
        <pctVal>-0.00020479602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7356709.44000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6179.66000000</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>3277000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203850"/>
        <valUSD>299240.37000000</valUSD>
        <pctVal>0.009916927006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3277000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>29829201.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>299240.37000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1324.79000000</valUSD>
        <pctVal>0.000043903988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>644174.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1324.79000000</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__05711581"/>
        </identifiers>
        <balance>8955840.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>15030.12000000</valUSD>
        <pctVal>0.000498103257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8955840.38000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>15030.12000000</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__05736730"/>
        </identifiers>
        <balance>2168740.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-261.22000000</valUSD>
        <pctVal>-0.00000865691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2168740.80000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-261.22000000</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>219000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000024"/>
        <valUSD>-870.72000000</valUSD>
        <pctVal>-0.00002885595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-219000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1972280.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-870.72000000</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__05797750"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2469.90000000</valUSD>
        <pctVal>0.000081853320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2177148.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2469.90000000</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>48090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797746"/>
        <valUSD>29387.22000000</valUSD>
        <pctVal>0.000973902403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48090000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>14790078.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>29387.22000000</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>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>113.78000000</valUSD>
        <pctVal>0.000003770707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>584308.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>113.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711620"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6298.32000000</valUSD>
        <pctVal>-0.00020872845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9177425.53000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6298.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812334"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1964.99000000</valUSD>
        <pctVal>-0.00006512043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7794281.11000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1964.99000000</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>5780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>61695.04000000</valUSD>
        <pctVal>0.002044594478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5780000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>4361447.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>61695.04000000</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>6420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>3100.78000000</valUSD>
        <pctVal>0.000102760897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6420000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>753789.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3100.78000000</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>1098000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000004"/>
        <valUSD>-7036.43000000</valUSD>
        <pctVal>-0.00023318966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1098000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>9885746.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-7036.43000000</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>25160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049993"/>
        <valUSD>6058.24000000</valUSD>
        <pctVal>0.000200772121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25160000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1269713.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6058.24000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835566"/>
        </identifiers>
        <balance>895336.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3363.86000000</valUSD>
        <pctVal>-0.00011147945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-895336.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3363.86000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05711676"/>
        </identifiers>
        <balance>2217251.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10361.16000000</valUSD>
        <pctVal>-0.00034337234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2217251.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7190000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10361.16000000</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>443000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199599"/>
        <valUSD>-8061.73000000</valUSD>
        <pctVal>-0.00026716845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-443000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>600027.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8061.73000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805848"/>
        </identifiers>
        <balance>141676.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1080.11000000</valUSD>
        <pctVal>0.000035795210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-141676.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>104000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1080.11000000</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>1890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>11414.48000000</valUSD>
        <pctVal>0.000378279725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2252766.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11414.48000000</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__05788547"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4190.48000000</valUSD>
        <pctVal>0.000138873923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7079611.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4190.48000000</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>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2219.41000000</valUSD>
        <pctVal>0.000073551997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>583310.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2219.41000000</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  Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLF2 COMDTY"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41390.00000000</valUSD>
        <pctVal>0.001371678590</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-20</expDate>
            <notionalAmt>1694360.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>41390.00000000</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__05736714"/>
        </identifiers>
        <balance>2158387.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>2458.53000000</valUSD>
        <pctVal>0.000081476515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2158387.68000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2458.53000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYU1 INDEX"/>
        </identifiers>
        <balance>1332.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>829845.00000000</valUSD>
        <pctVal>0.027501343791</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>2021-09-17</expDate>
            <notionalAmt>152869635.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>829845.00000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-648.13000000</valUSD>
        <pctVal>-0.00002147924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>539892.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-648.13000000</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>219000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000024"/>
        <valUSD>-941.77000000</valUSD>
        <pctVal>-0.00003121057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-219000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1972208.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-941.77000000</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__05729542"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5223.80000000</valUSD>
        <pctVal>-0.00017311849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2147861.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5223.80000000</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__05797753"/>
        </identifiers>
        <balance>343339428.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1406792.02000000</valUSD>
        <pctVal>-0.04662156304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-343339428.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>455410000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1406792.02000000</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__05812343"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3829.41000000</valUSD>
        <pctVal>-0.00012690794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10618732.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3829.41000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>586.37000000</valUSD>
        <pctVal>0.000019432499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>518604.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>586.37000000</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__05729580"/>
        </identifiers>
        <balance>381965.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5503.84000000</valUSD>
        <pctVal>-0.00018239911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381965.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>424000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5503.84000000</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>15180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>169303.13000000</valUSD>
        <pctVal>0.005610762953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15180000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>11461733.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>169303.13000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>752.10000000</valUSD>
        <pctVal>0.000024924848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>482889.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>752.10000000</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__05705705"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-16529.27000000</valUSD>
        <pctVal>-0.00054778559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11188712.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-16529.27000000</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__05812283"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2422.62000000</valUSD>
        <pctVal>-0.00008028644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6716468.22000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2422.62000000</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>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420001"/>
        <valUSD>-84.98000000</valUSD>
        <pctVal>-0.00000281626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>237974.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-84.98000000</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>4381000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203848"/>
        <valUSD>36212.52000000</valUSD>
        <pctVal>0.001200095152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4381000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>39514625.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>36212.52000000</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>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4568.30000000</valUSD>
        <pctVal>0.000151395006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1529964.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4568.30000000</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__05805734"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-686.82000000</valUSD>
        <pctVal>-0.00002276144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6833484.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-686.82000000</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>144150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429751"/>
        <valUSD>12423.26000000</valUSD>
        <pctVal>0.000411711035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144150000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1979957.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12423.26000000</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>112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27583420"/>
        <valUSD>-326.86000000</valUSD>
        <pctVal>-0.00001083225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>99115.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-326.86000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05818316"/>
        </identifiers>
        <balance>6358710.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77137.08000000</valUSD>
        <pctVal>-0.00255634890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6358710.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8990000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-77137.08000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831924"/>
        </identifiers>
        <balance>1059254.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5105.88000000</valUSD>
        <pctVal>-0.00016921058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1059254.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>117000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5105.88000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05685106"/>
        </identifiers>
        <balance>42306449.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92561.96000000</valUSD>
        <pctVal>0.003067534640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42306449.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>846190000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>92561.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05749115"/>
        </identifiers>
        <balance>7964666.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>11586.42000000</valUSD>
        <pctVal>0.000383977875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7964666.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11586.42000000</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   Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXN1 INDEX"/>
        </identifiers>
        <balance>-735.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>199349.50000000</valUSD>
        <pctVal>0.006606509811</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>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-21</expDate>
            <notionalAmt>-13358275.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>199349.50000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-17613.54000000</valUSD>
        <pctVal>-0.00058371866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6560000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1287128.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-17613.54000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2975.51000000</valUSD>
        <pctVal>0.000098609407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>835993.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2975.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05788534"/>
        </identifiers>
        <balance>19282592.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>-22493.13000000</valUSD>
        <pctVal>-0.00074542993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19282592.89000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-22493.13000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05678887"/>
        </identifiers>
        <balance>167471307.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5219339.17000000</valUSD>
        <pctVal>-0.17297066425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167471307.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149900000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5219339.17000000</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>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-1016.84000000</valUSD>
        <pctVal>-0.00003369842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1491924.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1016.84000000</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__05736789"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3146.39000000</valUSD>
        <pctVal>-0.00010427242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6769753.03000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3146.39000000</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__05711635"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6353.23000000</valUSD>
        <pctVal>-0.00021054818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9988497.09000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6353.23000000</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__05705744"/>
        </identifiers>
        <balance>6739954.78000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>6631.33000000</valUSD>
        <pctVal>0.000219764517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6739954.78000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6631.33000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776592"/>
        </identifiers>
        <balance>49448.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>273.35000000</valUSD>
        <pctVal>0.000009058911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49448.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>273.35000000</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>1550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5812.25000000</valUSD>
        <pctVal>0.000192619929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1550000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2147060.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5812.25000000</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>3990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>44048.02000000</valUSD>
        <pctVal>0.001459766271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3990000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>3012216.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>44048.02000000</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>6030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214995"/>
        <valUSD>2040.64000000</valUSD>
        <pctVal>0.000067627499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6030000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>707126.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2040.64000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-654.53000000</valUSD>
        <pctVal>-0.00002169134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382910.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-654.53000000</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>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>6031.81000000</valUSD>
        <pctVal>0.000199896222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>786812.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6031.81000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05836222"/>
        </identifiers>
        <balance>394054.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>231.59000000</valUSD>
        <pctVal>0.000007674970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394054.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>530000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>231.59000000</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>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1274.81000000</valUSD>
        <pctVal>0.000042247634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>767040.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1274.81000000</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 JAPAN ETF</title>
        <cusip>46434G822</cusip>
        <identifiers>
          <isin value="US46434G8226"/>
        </identifiers>
        <balance>125131.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8451347.74000000</valUSD>
        <pctVal>0.280080520697</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05692072"/>
        </identifiers>
        <balance>21468166.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-741255.43000000</valUSD>
        <pctVal>-0.02456545549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21468166.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78900000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-741255.43000000</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__05805813"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1662.17000000</valUSD>
        <pctVal>-0.00005508487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11144477.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1662.17000000</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__05805770"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2853.37000000</valUSD>
        <pctVal>-0.00009456164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7989570.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2853.37000000</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>337000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999991"/>
        <valUSD>629.33000000</valUSD>
        <pctVal>0.000020856208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-337000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3036938.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>629.33000000</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__05736745"/>
        </identifiers>
        <balance>11304388.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>14949.18000000</valUSD>
        <pctVal>0.000495420878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11304388.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14949.18000000</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>1710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48984259"/>
        <valUSD>293.18000000</valUSD>
        <pctVal>0.000009716084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>INR</curSold>
            <amtCurPur>23249.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>293.18000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05812359"/>
        </identifiers>
        <balance>331090.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2753.08000000</valUSD>
        <pctVal>0.000091238001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-331090.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>376000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2753.08000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831879"/>
        </identifiers>
        <balance>732521.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2725.75000000</valUSD>
        <pctVal>-0.00009033227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732521.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2725.75000000</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__05685024"/>
        </identifiers>
        <balance>9642537.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>6404.99000000</valUSD>
        <pctVal>0.000212263533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9642537.05000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6404.99000000</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>620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>254.07000000</valUSD>
        <pctVal>0.000008419965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>670995.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>254.07000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836179"/>
        </identifiers>
        <balance>848940.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3538.84000000</valUSD>
        <pctVal>-0.00011727835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-848940.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7230000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3538.84000000</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__05736759"/>
        </identifiers>
        <balance>7863274.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>11506.42000000</valUSD>
        <pctVal>0.000381326648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7863274.07000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11506.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI UNITED KINGD</title>
        <cusip>46435G334</cusip>
        <identifiers>
          <isin value="US46435G3341"/>
        </identifiers>
        <balance>188966.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6179188.20000000</valUSD>
        <pctVal>0.204780385541</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2903.20000000</valUSD>
        <pctVal>0.000096213029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>803465.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2903.20000000</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__05812300"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1934.40000000</valUSD>
        <pctVal>-0.00006410666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6577231.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1934.40000000</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>133000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27575075"/>
        <valUSD>1552.70000000</valUSD>
        <pctVal>0.000051457002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-133000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>119641.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1552.70000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831690"/>
        </identifiers>
        <balance>1574489.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6780.85000000</valUSD>
        <pctVal>-0.00022471966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1574489.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>174000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6780.85000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-856.96000000</valUSD>
        <pctVal>-0.00002839994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>629773.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-856.96000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-831.60000000</valUSD>
        <pctVal>-0.00002755950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>537205.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-831.60000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1904.25000000</valUSD>
        <pctVal>0.000063107488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1272838.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1904.25000000</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 MEAL FUTR Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ1 COMDTY"/>
        </identifiers>
        <balance>-827.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1277860.00000000</valUSD>
        <pctVal>-0.04234871232</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT Soybean Meal Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-14</expDate>
            <notionalAmt>-30288730.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1277860.00000000</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>1610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>8194.60000000</valUSD>
        <pctVal>0.000271571813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1610000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1216902.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>8194.60000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836261"/>
        </identifiers>
        <balance>693828.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1891.67000000</valUSD>
        <pctVal>-0.00006269058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693828.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9880000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1891.67000000</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__05797763"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3050.72000000</valUSD>
        <pctVal>0.000101101891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8805172.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3050.72000000</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__05776504"/>
        </identifiers>
        <balance>7494462.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-4949.33000000</valUSD>
        <pctVal>-0.00016402246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7494462.51000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4949.33000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836243"/>
        </identifiers>
        <balance>792883.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97.18000000</valUSD>
        <pctVal>-0.00000322057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-792883.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11320000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-97.18000000</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>49000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000114"/>
        <valUSD>-310.04000000</valUSD>
        <pctVal>-0.00001027483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>441171.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-310.04000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736839"/>
        </identifiers>
        <balance>61368.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-971.44000000</valUSD>
        <pctVal>-0.00003219384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61368.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-971.44000000</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>5050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>25297.52000000</valUSD>
        <pctVal>0.000838368363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5050000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6014095.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>25297.52000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2829.56000000</valUSD>
        <pctVal>0.000093772574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1081999.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2829.56000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05705770"/>
        </identifiers>
        <balance>167446398.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2603072.15000000</valUSD>
        <pctVal>-0.08626669090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167446398.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18293000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2603072.15000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05729585"/>
        </identifiers>
        <balance>49969418.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-946593.09000000</valUSD>
        <pctVal>-0.03137041495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49969418.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70160000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-946593.09000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833780"/>
        </identifiers>
        <balance>433046.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332.24000000</valUSD>
        <pctVal>-0.00001101054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433046.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-332.24000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>810.00000000</valUSD>
        <pctVal>0.000026843673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>566797.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>810.00000000</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>2160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>10207.04000000</valUSD>
        <pctVal>0.000338264755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2160000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2346984.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>10207.04000000</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__05765673"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4976.28000000</valUSD>
        <pctVal>-0.00016491560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7409059.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4976.28000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832362"/>
        </identifiers>
        <balance>596283.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2345.99000000</valUSD>
        <pctVal>-0.00007774690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-596283.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2345.99000000</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 JUN22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM2 COMDTY"/>
        </identifiers>
        <balance>1293.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-138600.00000000</valUSD>
        <pctVal>-0.00459325084</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>2022-06-13</expDate>
            <notionalAmt>322515825.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-138600.00000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678984"/>
        </identifiers>
        <balance>387521.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4549.11000000</valUSD>
        <pctVal>-0.00015075904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-387521.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>279000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4549.11000000</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__05788512"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2464.48000000</valUSD>
        <pctVal>0.000081673700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2177127.84000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2464.48000000</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__05835653"/>
        </identifiers>
        <balance>746757.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2929.20000000</valUSD>
        <pctVal>-0.00009707467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-746757.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14810000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2929.20000000</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__05776560"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6517.39000000</valUSD>
        <pctVal>0.000215988507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7055269.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6517.39000000</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__05812312"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2492.58000000</valUSD>
        <pctVal>-0.00008260494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6775343.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2492.58000000</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__05736770"/>
        </identifiers>
        <balance>8077088.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>10384.45000000</valUSD>
        <pctVal>0.000344144182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8077088.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10384.45000000</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__05692044"/>
        </identifiers>
        <balance>9207212.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>2814.69000000</valUSD>
        <pctVal>0.000093279777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9207212.56000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2814.69000000</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>253000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199869"/>
        <valUSD>-4120.71000000</valUSD>
        <pctVal>-0.00013656172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-253000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>343162.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4120.71000000</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>2690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>-1335.40000000</valUSD>
        <pctVal>-0.00004425560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2690000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1999760.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1335.40000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05756121"/>
        </identifiers>
        <balance>4176983.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55767.13000000</valUSD>
        <pctVal>-0.00184814153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4176983.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5540000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-55767.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805751"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4179.23000000</valUSD>
        <pctVal>-0.00013850109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7211756.13000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4179.23000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835806"/>
        </identifiers>
        <balance>1132250.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-275.39000000</valUSD>
        <pctVal>-0.00000912651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1132250.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1620000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-275.39000000</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__05711628"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4833.19000000</valUSD>
        <pctVal>-0.00016017355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7161100.47000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4833.19000000</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__05805733"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-606.22000000</valUSD>
        <pctVal>-0.00002009033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6834177.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-606.22000000</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>1880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>8835.69000000</valUSD>
        <pctVal>0.000292817753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1880000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2605962.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>8835.69000000</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>579000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199148"/>
        <valUSD>2365.65000000</valUSD>
        <pctVal>0.000078398440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-579000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>797136.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2365.65000000</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>1700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1869.00000000</valUSD>
        <pctVal>0.000061939291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2017900.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1869.00000000</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__05684979"/>
        </identifiers>
        <balance>6707782.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>3432.06000000</valUSD>
        <pctVal>0.000113739628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6707782.62000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3432.06000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736806"/>
        </identifiers>
        <balance>382438.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3313.02000000</valUSD>
        <pctVal>-0.00010979460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382438.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3313.02000000</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__05736732"/>
        </identifiers>
        <balance>2169468.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664527"/>
        <valUSD>-452.51000000</valUSD>
        <pctVal>-0.00001499633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2169468.96000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-452.51000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05756122"/>
        </identifiers>
        <balance>53665760.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1874803.26000000</valUSD>
        <pctVal>-0.06213161372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53665760.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>741310000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1874803.26000000</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__05685051"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2515.96000000</valUSD>
        <pctVal>-0.00008337976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7992455.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2515.96000000</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__05836204"/>
        </identifiers>
        <balance>986565.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5525.68000000</valUSD>
        <pctVal>-0.00018312290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-986565.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8390000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5525.68000000</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__05765701"/>
        </identifiers>
        <balance>8969625.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-4990.70000000</valUSD>
        <pctVal>-0.00016539348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8969625.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4990.70000000</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>652380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-167326.59000000</valUSD>
        <pctVal>-0.00554525974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-652380000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>32520683.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-167326.59000000</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>1290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6114.39000000</valUSD>
        <pctVal>0.000202632951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1290000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1788185.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6114.39000000</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>21660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050000"/>
        <valUSD>3461.36000000</valUSD>
        <pctVal>0.000114710640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>MXN</curSold>
            <amtCurPur>1091329.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3461.36000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4622.23000000</valUSD>
        <pctVal>0.000153182264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376644.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4622.23000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831792"/>
        </identifiers>
        <balance>1644930.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5142.72000000</valUSD>
        <pctVal>-0.00017043147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1644930.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>182000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5142.72000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818351"/>
        </identifiers>
        <balance>395219.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2852.48000000</valUSD>
        <pctVal>0.000094532151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395219.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2852.48000000</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__05812276"/>
        </identifiers>
        <balance>316794.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4531.15000000</valUSD>
        <pctVal>-0.00015016384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-316794.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1570000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4531.15000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833765"/>
        </identifiers>
        <balance>433511.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-796.91000000</valUSD>
        <pctVal>-0.00002640986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433511.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-796.91000000</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>1810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>8488.60000000</valUSD>
        <pctVal>0.000281315073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1810000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2508913.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>8488.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836187"/>
        </identifiers>
        <balance>1229363.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5110.28000000</valUSD>
        <pctVal>-0.00016935640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1229363.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10470000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5110.28000000</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__05685034"/>
        </identifiers>
        <balance>7214321.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>3881.10000000</valUSD>
        <pctVal>0.000128620965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7214321.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3881.10000000</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__05776567"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7418.91000000</valUSD>
        <pctVal>0.000245865185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7367305.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7418.91000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>916.30000000</valUSD>
        <pctVal>0.000030366491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>538953.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>916.30000000</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__05805812"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1031.19000000</valUSD>
        <pctVal>-0.00003417398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6686396.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1031.19000000</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__05788557"/>
        </identifiers>
        <balance>6745425.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-5872.32000000</valUSD>
        <pctVal>-0.00019461066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6745425.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5872.32000000</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__05776499"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1224.45000000</valUSD>
        <pctVal>0.000040578686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11545632.51000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1224.45000000</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__05818297"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6340.81000000</valUSD>
        <pctVal>-0.00021013658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6988996.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6340.81000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1895.53000000</valUSD>
        <pctVal>0.000062818504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>950616.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1895.53000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812336"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1857.60000000</valUSD>
        <pctVal>-0.00006156149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7287986.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1857.60000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1277.36000000</valUSD>
        <pctVal>0.000042332142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>549325.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1277.36000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05736725"/>
        </identifiers>
        <balance>3163822.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>-663.58000000</valUSD>
        <pctVal>-0.00002199126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3163822.90000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-663.58000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05685105"/>
        </identifiers>
        <balance>376573.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6326.90000000</valUSD>
        <pctVal>-0.00020967560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376573.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>417000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6326.90000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812384"/>
        </identifiers>
        <balance>218523.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-270.56000000</valUSD>
        <pctVal>-0.00000896644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-218523.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>159000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-270.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05835864"/>
        </identifiers>
        <balance>32314673.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21135.66000000</valUSD>
        <pctVal>0.000700442916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32314673.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>276490000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21135.66000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736827"/>
        </identifiers>
        <balance>395774.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5938.97000000</valUSD>
        <pctVal>-0.00019681947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395774.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5938.97000000</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__05749094"/>
        </identifiers>
        <balance>2084136.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>-1763.51000000</valUSD>
        <pctVal>-0.00005844331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2084136.72000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1763.51000000</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>294000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199962"/>
        <valUSD>-12724.42000000</valUSD>
        <pctVal>-0.00042169157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-294000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390837.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12724.42000000</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__05678923"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2578.82000000</valUSD>
        <pctVal>-0.00008546296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8499130.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2578.82000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3117.10000000</valUSD>
        <pctVal>0.000103301747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>513204.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3117.10000000</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>123000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999967"/>
        <valUSD>-658.61000000</valUSD>
        <pctVal>-0.00002182655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-123000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1107549.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-658.61000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831729"/>
        </identifiers>
        <balance>1211967.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4651.76000000</valUSD>
        <pctVal>-0.00015416089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1211967.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>134000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4651.76000000</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__05765694"/>
        </identifiers>
        <balance>7247419.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-5261.91000000</valUSD>
        <pctVal>-0.00017438147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7247419.43000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5261.91000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685157"/>
        </identifiers>
        <balance>393263.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4800.05000000</valUSD>
        <pctVal>-0.00015907527</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393263.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4800.05000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836247"/>
        </identifiers>
        <balance>672396.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68.28000000</valUSD>
        <pctVal>-0.00000226282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-672396.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9600000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-68.28000000</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>563940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-397254.91000000</valUSD>
        <pctVal>-0.01316516199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-563940000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>27859399.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-397254.91000000</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__05692025"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2408.51000000</valUSD>
        <pctVal>-0.00007981883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7226992.02000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2408.51000000</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   Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLV1 COMDTY"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4035.00000000</valUSD>
        <pctVal>-0.00013372126</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>GOLDMAN SACHS</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>2021-10-27</expDate>
            <notionalAmt>272260.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4035.00000000</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>2460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>11595.64000000</valUSD>
        <pctVal>0.000384283428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2460000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2672925.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>11595.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805788"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1375.28000000</valUSD>
        <pctVal>-0.00004557724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6784897.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1375.28000000</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>1970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>6303.68000000</valUSD>
        <pctVal>0.000208906085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1970000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2727760.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6303.68000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685151"/>
        </identifiers>
        <balance>147014.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1512.90000000</valUSD>
        <pctVal>-0.00005013801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-147014.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>106000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1512.90000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>632.40000000</valUSD>
        <pctVal>0.000020957949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>475782.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>632.40000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05836014"/>
        </identifiers>
        <balance>57422747.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69702.13000000</valUSD>
        <pctVal>0.002309952147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57422747.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>76580000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>69702.13000000</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>2140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>9253.82000000</valUSD>
        <pctVal>0.000306674722</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2140000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2324394.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>9253.82000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685137"/>
        </identifiers>
        <balance>392270.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2434.89000000</valUSD>
        <pctVal>-0.00008069307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392270.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2434.89000000</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__05832149"/>
        </identifiers>
        <balance>606175.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1366.50000000</valUSD>
        <pctVal>-0.00004528627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-606175.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1366.50000000</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>84170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>2874956.00000000</valUSD>
        <pctVal>0.095277013588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84170000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>93980680.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2874956.00000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05678946"/>
        </identifiers>
        <balance>139041281.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>361021.45000000</valUSD>
        <pctVal>0.011964372879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-139041281.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2782160000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>361021.45000000</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__05729550"/>
        </identifiers>
        <balance>2333564.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>3895.16000000</valUSD>
        <pctVal>0.000129086918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2333564.48000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3895.16000000</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>91120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>245773.46000000</valUSD>
        <pctVal>0.008145015536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91120000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>126130891.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>245773.46000000</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>311000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199411"/>
        <valUSD>-14206.32000000</valUSD>
        <pctVal>-0.00047080224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-311000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>412691.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14206.32000000</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>5480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>12628.75000000</valUSD>
        <pctVal>0.000418521043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5480000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1452216.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12628.75000000</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__05825883"/>
        </identifiers>
        <balance>7583470.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836584"/>
        <valUSD>3176.68000000</valUSD>
        <pctVal>0.000105276248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7583470.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>3176.68000000</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>5030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>46600.16000000</valUSD>
        <pctVal>0.001544345053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>3788426.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>46600.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05697989"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2962.97000000</valUSD>
        <pctVal>-0.00009819382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6974206.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2962.97000000</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__05831960"/>
        </identifiers>
        <balance>1067477.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4318.39000000</valUSD>
        <pctVal>-0.00014311290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1067477.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>118000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4318.39000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685152"/>
        </identifiers>
        <balance>392494.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4031.01000000</valUSD>
        <pctVal>-0.00013358903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392494.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4031.01000000</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__05797789"/>
        </identifiers>
        <balance>8958185.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-3652.78000000</valUSD>
        <pctVal>-0.00012105436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8958185.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3652.78000000</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__05678942"/>
        </identifiers>
        <balance>375284.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6813.71000000</valUSD>
        <pctVal>-0.00022580865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-375284.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>415000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6813.71000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-726.10000000</valUSD>
        <pctVal>-0.00002406319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>745744.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-726.10000000</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__05717594"/>
        </identifiers>
        <balance>378423.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3737.21000000</valUSD>
        <pctVal>-0.00012385240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378423.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>422000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3737.21000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>88.48000000</valUSD>
        <pctVal>0.000002932257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1168477.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>88.48000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765695"/>
        </identifiers>
        <balance>11330240.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-8199.22000000</valUSD>
        <pctVal>-0.00027172492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11330240.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8199.22000000</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__05797804"/>
        </identifiers>
        <balance>12313888.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4599.59000000</valUSD>
        <pctVal>-0.00015243196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12313888.07000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4599.59000000</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>7580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1707.09000000</valUSD>
        <pctVal>0.000056573539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7580000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>888033.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1707.09000000</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>1420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3109.57000000</valUSD>
        <pctVal>0.000103052200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1964768.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3109.57000000</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__05797769"/>
        </identifiers>
        <balance>7727970.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-2143.72000000</valUSD>
        <pctVal>-0.00007104360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7727970.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2143.72000000</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__05705703"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-11104.49000000</valUSD>
        <pctVal>-0.00036800655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7968812.95000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11104.49000000</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__05705737"/>
        </identifiers>
        <balance>6651722.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>5086.41000000</valUSD>
        <pctVal>0.000168565346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6651722.22000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5086.41000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1848.14000000</valUSD>
        <pctVal>0.000061247984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>926850.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1848.14000000</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__05692039"/>
        </identifiers>
        <balance>8900356.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>3110.30000000</valUSD>
        <pctVal>0.000103076393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8900356.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3110.30000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-380.00000000</valUSD>
        <pctVal>-0.00001259332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>530670.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-380.00000000</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__05765681"/>
        </identifiers>
        <balance>7828097.97000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-1989.93000000</valUSD>
        <pctVal>-0.00006594695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7828097.97000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1989.93000000</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       Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MESU1 INDEX"/>
        </identifiers>
        <balance>-982.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>154555.00000000</valUSD>
        <pctVal>0.005122004940</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>ICE US MSCI Emerging Markets E</indexName>
                <indexIdentifier>MXEF</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>-67166235.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>154555.00000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1145.69000000</valUSD>
        <pctVal>-0.00003796855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382419.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1145.69000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05724088"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6459.68000000</valUSD>
        <pctVal>-0.00021407597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7451521.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6459.68000000</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__05711619"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5623.05000000</valUSD>
        <pctVal>-0.00018634977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8168773.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5623.05000000</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 Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8VP598"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>156190.50000000</valUSD>
        <pctVal>0.005176205963</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-13</expDate>
            <notionalAmt>10861784.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>156190.50000000</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__05836209"/>
        </identifiers>
        <balance>1354058.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3521.25000000</valUSD>
        <pctVal>-0.00011669541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1354058.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11550000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3521.25000000</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__05685018"/>
        </identifiers>
        <balance>7318352.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>3654.36000000</valUSD>
        <pctVal>0.000121106725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7318352.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3654.36000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832344"/>
        </identifiers>
        <balance>477768.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2618.00000000</valUSD>
        <pctVal>-0.00008676140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-477768.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2618.00000000</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__05756119"/>
        </identifiers>
        <balance>19462859.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-435607.33000000</valUSD>
        <pctVal>-0.01443617415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19462859.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72430000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-435607.33000000</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 AUSTRALIA ET</title>
        <cusip>464286103</cusip>
        <identifiers>
          <isin value="US4642861037"/>
        </identifiers>
        <balance>326219.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8475169.62000000</valUSD>
        <pctVal>0.280869985852</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05776470"/>
        </identifiers>
        <balance>2042267.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14292.53000000</valUSD>
        <pctVal>0.000473659275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2042267.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10340000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14292.53000000</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__05831801"/>
        </identifiers>
        <balance>1698498.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4652.17000000</valUSD>
        <pctVal>-0.00015417448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1698498.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>188000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4652.17000000</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>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420002"/>
        <valUSD>-486.31000000</valUSD>
        <pctVal>-0.00001611647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-530000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>393800.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-486.31000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000012"/>
        <valUSD>-1121.70000000</valUSD>
        <pctVal>-0.00003717351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2593706.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1121.70000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1256.10000000</valUSD>
        <pctVal>0.000041627578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>553268.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1256.10000000</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>92320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982679"/>
        <valUSD>22360.59000000</valUSD>
        <pctVal>0.000741037510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92320000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1261724.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>22360.59000000</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__05736809"/>
        </identifiers>
        <balance>28912566.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-641991.76000000</valUSD>
        <pctVal>-0.02127582392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28912566.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40460000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-641991.76000000</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>430290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-369213.87000000</valUSD>
        <pctVal>-0.01223587244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430290000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>21190803.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-369213.87000000</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__05812340"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2696.94000000</valUSD>
        <pctVal>-0.00008937750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6773596.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2696.94000000</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__05684987"/>
        </identifiers>
        <balance>8744620.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>3986.72000000</valUSD>
        <pctVal>0.000132121248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8744620.18000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3986.72000000</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__05692016"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5511.83000000</valUSD>
        <pctVal>-0.00018266390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8425256.13000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5511.83000000</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>142851.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4139821.98000000</valUSD>
        <pctVal>0.137195099695</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__05685093"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3669.74000000</valUSD>
        <pctVal>-0.00012161642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7982589.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3669.74000000</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__05749093"/>
        </identifiers>
        <balance>2218414.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-1446.53000000</valUSD>
        <pctVal>-0.00004793849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2218414.24000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1446.53000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>155.28000000</valUSD>
        <pctVal>0.000005146031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1022428.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>155.28000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2317.57000000</valUSD>
        <pctVal>0.000076805053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1066034.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2317.57000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685163"/>
        </identifiers>
        <balance>301359.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3492.15000000</valUSD>
        <pctVal>-0.00011573103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-301359.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>217000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3492.15000000</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>1390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849997"/>
        <valUSD>-313.96000000</valUSD>
        <pctVal>-0.00001040474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1390000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>426262.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-313.96000000</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>1460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>626.94000000</valUSD>
        <pctVal>0.000020777003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1460000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1732041.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>626.94000000</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__05832676"/>
        </identifiers>
        <balance>1027847.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6826.95000000</valUSD>
        <pctVal>-0.00022624743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1027847.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6826.95000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>436.79000000</valUSD>
        <pctVal>0.000014475368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>636299.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>436.79000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833771"/>
        </identifiers>
        <balance>433179.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-465.28000000</valUSD>
        <pctVal>-0.00001541953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433179.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-465.28000000</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__05812326"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2842.89000000</valUSD>
        <pctVal>-0.00009421433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8091102.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2842.89000000</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__05805754"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1291.68000000</valUSD>
        <pctVal>-0.00004280671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8002923.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1291.68000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1240.77000000</valUSD>
        <pctVal>0.000041119537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>855895.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1240.77000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836264"/>
        </identifiers>
        <balance>430279.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-633.83000000</valUSD>
        <pctVal>-0.00002100534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430279.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-633.83000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835814"/>
        </identifiers>
        <balance>467499.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>663.30000000</valUSD>
        <pctVal>0.000021981986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-467499.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>663.30000000</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__05705728"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9718.48000000</valUSD>
        <pctVal>-0.00032207371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7164094.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9718.48000000</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>295000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198340"/>
        <valUSD>-13771.32000000</valUSD>
        <pctVal>-0.00045638619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>391163.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13771.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776529"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8810.71000000</valUSD>
        <pctVal>0.000291989907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>15291732.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8810.71000000</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__05788528"/>
        </identifiers>
        <balance>10334689.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-14717.98000000</valUSD>
        <pctVal>-0.00048775883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10334689.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14717.98000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835573"/>
        </identifiers>
        <balance>353005.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1622.06000000</valUSD>
        <pctVal>-0.00005375561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-353005.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1622.06000000</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>60340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>334973.20000000</valUSD>
        <pctVal>0.011101125070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60340000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>49062694.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>334973.20000000</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>1750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1067.21000000</valUSD>
        <pctVal>0.000035367700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2418605.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1067.21000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6549.56000000</valUSD>
        <pctVal>0.000217054632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1521127.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6549.56000000</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__05832233"/>
        </identifiers>
        <balance>630678.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2151.49000000</valUSD>
        <pctVal>-0.00007130110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630678.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2151.49000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832700"/>
        </identifiers>
        <balance>1100781.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4686.33000000</valUSD>
        <pctVal>-0.00015530656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1100781.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1460000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4686.33000000</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>6220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>1379.46000000</valUSD>
        <pctVal>0.000045715770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6220000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>728681.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1379.46000000</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__05705694"/>
        </identifiers>
        <balance>356801233.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9974095.29000000</valUSD>
        <pctVal>-0.33054488919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356801233.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>292340000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9974095.29000000</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>423000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577690"/>
        <valUSD>2991.07000000</valUSD>
        <pctVal>0.000099125070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378565.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2991.07000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805864"/>
        </identifiers>
        <balance>34095.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>220.82000000</valUSD>
        <pctVal>0.000007318049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34095.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>220.82000000</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__05812353"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2370.46000000</valUSD>
        <pctVal>-0.00007855784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7385043.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2370.46000000</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>33830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117006"/>
        <valUSD>525810.21000000</valUSD>
        <pctVal>0.017425528085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33830000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>24163811.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>525810.21000000</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>291000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199422"/>
        <valUSD>-5258.26000000</valUSD>
        <pctVal>-0.00017426051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-291000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394186.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5258.26000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05756069"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7395.16000000</valUSD>
        <pctVal>-0.00024507810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6877843.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7395.16000000</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>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>927.19000000</valUSD>
        <pctVal>0.000030727389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1220000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>853402.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>927.19000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812388"/>
        </identifiers>
        <balance>142946.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1182.80000000</valUSD>
        <pctVal>0.000039198391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142946.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1182.80000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812371"/>
        </identifiers>
        <balance>127489.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>167.65000000</valUSD>
        <pctVal>0.000005555977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127489.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>93000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>167.65000000</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>17000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27608737"/>
        <valUSD>115.87000000</valUSD>
        <pctVal>0.000003839970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>15209.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>115.87000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831864"/>
        </identifiers>
        <balance>677984.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2247.94000000</valUSD>
        <pctVal>-0.00007449749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-677984.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2247.94000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>636.87000000</valUSD>
        <pctVal>0.000021106087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>526162.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>636.87000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717546"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8692.94000000</valUSD>
        <pctVal>-0.00028808696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2450785.15000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8692.94000000</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>644860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>1852191.17000000</valUSD>
        <pctVal>0.061382241422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-644860000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>46904755.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1852191.17000000</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__05812329"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2411.92000000</valUSD>
        <pctVal>-0.00007993184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7790459.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2411.92000000</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>296000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198523"/>
        <valUSD>-15337.49000000</valUSD>
        <pctVal>-0.00050828960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-296000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390970.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15337.49000000</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__05685159"/>
        </identifiers>
        <balance>227882.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2765.82000000</valUSD>
        <pctVal>-0.00009166020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-227882.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>164000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2765.82000000</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>136840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429724"/>
        <valUSD>8970.61000000</valUSD>
        <pctVal>0.000297289047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-136840000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1876728.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8970.61000000</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>267000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198644"/>
        <valUSD>-5440.84000000</valUSD>
        <pctVal>-0.00018031127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-267000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>361059.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5440.84000000</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__05711578"/>
        </identifiers>
        <balance>30322378.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-805174.87000000</valUSD>
        <pctVal>-0.02668376734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30322378.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-805174.87000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724064"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4602.17000000</valUSD>
        <pctVal>-0.00015251746</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-530000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2376034.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4602.17000000</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__05756105"/>
        </identifiers>
        <balance>382942.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2929.43000000</valUSD>
        <pctVal>-0.00009708230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382942.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2929.43000000</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__05749130"/>
        </identifiers>
        <balance>6855653.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4964.10000000</valUSD>
        <pctVal>0.000164511951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6855653.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4964.10000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05818319"/>
        </identifiers>
        <balance>25284704.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44114.14000000</valUSD>
        <pctVal>-0.00146195751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25284704.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33930000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-44114.14000000</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__05736779"/>
        </identifiers>
        <balance>6959667.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>9749.37000000</valUSD>
        <pctVal>0.000323097417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6959667.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9749.37000000</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__05684983"/>
        </identifiers>
        <balance>36579675.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>19676.76000000</valUSD>
        <pctVal>0.000652094477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36579675.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3600000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>19676.76000000</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__05697992"/>
        </identifiers>
        <balance>6880207.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>2092.47000000</valUSD>
        <pctVal>0.000069345163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6880207.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2092.47000000</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__05812289"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4598.37000000</valUSD>
        <pctVal>-0.00015239153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8943518.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4598.37000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>229.40000000</valUSD>
        <pctVal>0.000007602393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>517304.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>229.40000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3779.41000000</valUSD>
        <pctVal>0.000125250924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1189680.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3779.41000000</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__05697995"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7330.92000000</valUSD>
        <pctVal>-0.00024294916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11603219.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7330.92000000</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>2740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-4099.09000000</valUSD>
        <pctVal>-0.00013584522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2740000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2960146.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4099.09000000</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__05756078"/>
        </identifiers>
        <balance>7388989.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>1908.93000000</valUSD>
        <pctVal>0.000063262585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7388989.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1908.93000000</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__05705752"/>
        </identifiers>
        <balance>9154728.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>8952.78000000</valUSD>
        <pctVal>0.000296698155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9154728.31000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8952.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05825874"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2953.23000000</valUSD>
        <pctVal>-0.00009787104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7380060.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2953.23000000</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__05805777"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2822.83000000</valUSD>
        <pctVal>-0.00009354954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7584060.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2822.83000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835563"/>
        </identifiers>
        <balance>1012813.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3713.99000000</valUSD>
        <pctVal>-0.00012308288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1012813.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>112000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3713.99000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836024"/>
        </identifiers>
        <balance>847970.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34.24000000</valUSD>
        <pctVal>-0.00000113472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-847970.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-34.24000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776558"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7646.68000000</valUSD>
        <pctVal>0.000253413559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8282237.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7646.68000000</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__05832560"/>
        </identifiers>
        <balance>10973304.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836583"/>
        <valUSD>-1638.10000000</valUSD>
        <pctVal>-0.00005428718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10973304.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1638.10000000</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__05705721"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-14994.90000000</valUSD>
        <pctVal>-0.00049693605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8343660.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14994.90000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3878.77000000</valUSD>
        <pctVal>0.000128543748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1095224.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3878.77000000</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__05685132"/>
        </identifiers>
        <balance>392767.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1559.17000000</valUSD>
        <pctVal>-0.00005167142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392767.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1559.17000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833798"/>
        </identifiers>
        <balance>433312.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-598.41000000</valUSD>
        <pctVal>-0.00001983150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433312.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-598.41000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833732"/>
        </identifiers>
        <balance>521225.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1929.22000000</valUSD>
        <pctVal>0.000063935002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-521225.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7470000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1929.22000000</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__05797757"/>
        </identifiers>
        <balance>265382292.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1673131.37000000</valUSD>
        <pctVal>-0.05544813912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-265382292.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>222280000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1673131.37000000</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>28010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>854881.18000000</valUSD>
        <pctVal>0.028331051258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28010000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>31172944.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>854881.18000000</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>1340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4984.58000000</valUSD>
        <pctVal>0.000165190666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1856127.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4984.58000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831726"/>
        </identifiers>
        <balance>1248112.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4756.74000000</valUSD>
        <pctVal>-0.00015763997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1248112.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4756.74000000</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="0.72387700"/>
        <valUSD>1744.58000000</valUSD>
        <pctVal>0.000057815970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1010203.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1744.58000000</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>1550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>7284.08000000</valUSD>
        <pctVal>0.000241396873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1550000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1845430.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7284.08000000</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__05749129"/>
        </identifiers>
        <balance>8367040.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>6163.09000000</valUSD>
        <pctVal>0.000204246885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8367040.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6163.09000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>3489.26000000</valUSD>
        <pctVal>0.000115635255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>551536.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3489.26000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999967"/>
        <valUSD>1801.64000000</valUSD>
        <pctVal>0.000059706958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>740606.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1801.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685082"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3639.42000000</valUSD>
        <pctVal>-0.00012061160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6765537.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3639.42000000</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__05685065"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3473.37000000</valUSD>
        <pctVal>-0.00011510865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6969842.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3473.37000000</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>289000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199056"/>
        <valUSD>-330.81000000</valUSD>
        <pctVal>-0.00001096315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396368.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-330.81000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05697951"/>
        </identifiers>
        <balance>958640.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9971.24000000</valUSD>
        <pctVal>0.000330450263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-958640.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4870000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9971.24000000</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>92170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982692"/>
        <valUSD>20960.52000000</valUSD>
        <pctVal>0.000694638717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92170000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1258310.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>20960.52000000</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__05692022"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5677.97000000</valUSD>
        <pctVal>-0.00018816984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6790538.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5677.97000000</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>112000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27583420"/>
        <valUSD>-386.99000000</valUSD>
        <pctVal>-0.00001282497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>99055.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-386.99000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850002"/>
        <valUSD>-276.71000000</valUSD>
        <pctVal>-0.00000917026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>429368.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-276.71000000</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>421390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>3054830.32000000</valUSD>
        <pctVal>0.101238109351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-421390000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>459167951.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3054830.32000000</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__05736772"/>
        </identifiers>
        <balance>7869805.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>10747.35000000</valUSD>
        <pctVal>0.000356170811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7869805.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10747.35000000</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__05836114"/>
        </identifiers>
        <balance>1041159.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3414.39000000</valUSD>
        <pctVal>-0.00011315403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1041159.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8930000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3414.39000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435001"/>
        <valUSD>881.00000000</valUSD>
        <pctVal>0.000029196637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>790625.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>881.00000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05678972"/>
        </identifiers>
        <balance>2312847.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21577.19000000</valUSD>
        <pctVal>0.000715075369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2312847.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171030000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21577.19000000</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__05685011"/>
        </identifiers>
        <balance>8019764.79000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>5182.85000000</valUSD>
        <pctVal>0.000171761400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8019764.79000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5182.85000000</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__05705726"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-12474.72000000</valUSD>
        <pctVal>-0.00041341643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6834137.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12474.72000000</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__05711586"/>
        </identifiers>
        <balance>15889650.78000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>27784.65000000</valUSD>
        <pctVal>0.000920792692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15889650.78000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>27784.65000000</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__05805780"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2273.13000000</valUSD>
        <pctVal>-0.00007533229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7081547.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2273.13000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831852"/>
        </identifiers>
        <balance>343490.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1117.21000000</valUSD>
        <pctVal>-0.00003702471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-343490.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1117.21000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-322.06000000</valUSD>
        <pctVal>-0.00001067317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>652830.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-322.06000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832413"/>
        </identifiers>
        <balance>559696.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-696.00000000</valUSD>
        <pctVal>-0.00002306567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-559696.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-696.00000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832577"/>
        </identifiers>
        <balance>11744630.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12970.61000000</valUSD>
        <pctVal>-0.00042985039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11744630.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16790000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12970.61000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05812287"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4259.56000000</valUSD>
        <pctVal>-0.00014116325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7823548.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4259.56000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>779.70000000</valUSD>
        <pctVal>0.000025839521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>482917.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>779.70000000</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__05756094"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-288.16000000</valUSD>
        <pctVal>-0.00000954971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6794192.62000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-288.16000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836258"/>
        </identifiers>
        <balance>1073109.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2987.39000000</valUSD>
        <pctVal>-0.00009900311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1073109.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15280000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2987.39000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835952"/>
        </identifiers>
        <balance>3954291.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2161.69000000</valUSD>
        <pctVal>0.000071639137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3954291.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5270000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2161.69000000</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__05797817"/>
        </identifiers>
        <balance>8433516.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-1611.30000000</valUSD>
        <pctVal>-0.00005339902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8433516.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1611.30000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832293"/>
        </identifiers>
        <balance>920812.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5449.59000000</valUSD>
        <pctVal>-0.00018060125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920812.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1310000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5449.59000000</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__05756089"/>
        </identifiers>
        <balance>13070714.73000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>1799.32000000</valUSD>
        <pctVal>0.000059630072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13070714.73000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1290000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1799.32000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1952.59000000</valUSD>
        <pctVal>0.000064709492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>832083.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1952.59000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685138"/>
        </identifiers>
        <balance>393640.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2432.58000000</valUSD>
        <pctVal>-0.00008061652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393640.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2432.58000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818349"/>
        </identifiers>
        <balance>395262.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2809.39000000</valUSD>
        <pctVal>0.000093104134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395262.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2809.39000000</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__05711663"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9136.25000000</valUSD>
        <pctVal>-0.00030277841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10269028.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9136.25000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836240"/>
        </identifiers>
        <balance>658157.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>163.63000000</valUSD>
        <pctVal>0.000005422753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-658157.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9400000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>163.63000000</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>191000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199518"/>
        <valUSD>-8738.23000000</valUSD>
        <pctVal>-0.00028958789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-191000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>253440.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8738.23000000</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) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JBU1 COMDTY"/>
        </identifiers>
        <balance>203.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>39943.16000000</valUSD>
        <pctVal>0.001323729823</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>2021-09-13</expDate>
            <notionalAmt>279846224.25000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>39943.16000000</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>1096000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199046"/>
        <valUSD>16265.06000000</valUSD>
        <pctVal>0.000539029586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1096000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1520701.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16265.06000000</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__05736726"/>
        </identifiers>
        <balance>2621200.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-483.40000000</valUSD>
        <pctVal>-0.00001602003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2621200.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-483.40000000</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>1620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>858.59000000</valUSD>
        <pctVal>0.000028453962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1620000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1132833.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>858.59000000</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__05836136"/>
        </identifiers>
        <balance>744132.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3882.72000000</valUSD>
        <pctVal>-0.00012867465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-744132.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6370000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3882.72000000</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>1890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2003.05000000</valUSD>
        <pctVal>0.000066381754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1890000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1420920.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2003.05000000</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__05832530"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1160.74000000</valUSD>
        <pctVal>-0.00003846731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2208489.29000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1160.74000000</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__05836122"/>
        </identifiers>
        <balance>700427.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3174.44000000</valUSD>
        <pctVal>-0.00010520201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700427.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3174.44000000</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>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-494.33000000</valUSD>
        <pctVal>-0.00001638226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1671625.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-494.33000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678983"/>
        </identifiers>
        <balance>6373937.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73423.69000000</valUSD>
        <pctVal>-0.00243328590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6373937.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4590000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-73423.69000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>877.39000000</valUSD>
        <pctVal>0.000029077001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>573852.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>877.39000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833783"/>
        </identifiers>
        <balance>433130.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-416.05000000</valUSD>
        <pctVal>-0.00001378803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433130.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-416.05000000</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__05678895"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8322.18000000</valUSD>
        <pctVal>-0.00027579985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6869867.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8322.18000000</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>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>4217.33000000</valUSD>
        <pctVal>0.000139763741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1356144.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4217.33000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2549.56000000</valUSD>
        <pctVal>0.000084493280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>891975.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2549.56000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1209.81000000</valUSD>
        <pctVal>0.000040093512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1000000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>751960.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1209.81000000</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__05788523"/>
        </identifiers>
        <balance>8028961.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>-7749.88000000</valUSD>
        <pctVal>-0.00025683364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8028961.98000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7749.88000000</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__05831702"/>
        </identifiers>
        <balance>1321338.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5904.90000000</valUSD>
        <pctVal>-0.00019569038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1321338.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5904.90000000</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__05717583"/>
        </identifiers>
        <balance>40000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289830"/>
        <valUSD>-653.89000000</valUSD>
        <pctVal>-0.00002167013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>402695.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-653.89000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831717"/>
        </identifiers>
        <balance>1221089.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4763.77000000</valUSD>
        <pctVal>-0.00015787294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1221089.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4763.77000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05812356"/>
        </identifiers>
        <balance>3925077.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17745.45000000</valUSD>
        <pctVal>-0.00058809021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3925077.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12730000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-17745.45000000</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>136980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429724"/>
        <valUSD>-5879.09000000</valUSD>
        <pctVal>-0.00019483502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-136980000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1863790.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5879.09000000</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__05776587"/>
        </identifiers>
        <balance>379696.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2092.61000000</valUSD>
        <pctVal>0.000069349802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379696.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2092.61000000</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__05805722"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>560.99000000</valUSD>
        <pctVal>0.000018591398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2124720.54000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>560.99000000</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__05692019"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5946.85000000</valUSD>
        <pctVal>-0.00019708061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7911110.53000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5946.85000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832491"/>
        </identifiers>
        <balance>719733.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20.59000000</valUSD>
        <pctVal>-0.00000068235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-719733.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-20.59000000</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__05711642"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4849.24000000</valUSD>
        <pctVal>-0.00016070545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6958077.99000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4849.24000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05818295"/>
        </identifiers>
        <balance>32985843.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254025.91000000</valUSD>
        <pctVal>-0.00841850451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32985843.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30240000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-254025.91000000</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__05835842"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1597.35000000</valUSD>
        <pctVal>-0.00005293671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7135028.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1597.35000000</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__05835844"/>
        </identifiers>
        <balance>6723825.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60314667"/>
        <valUSD>1911.44000000</valUSD>
        <pctVal>0.000063345767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6723825.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1911.44000000</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__05692076"/>
        </identifiers>
        <balance>1854752.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11777.03000000</valUSD>
        <pctVal>0.000390294754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1854752.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>136750000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11777.03000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836173"/>
        </identifiers>
        <balance>1018511.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4731.62000000</valUSD>
        <pctVal>-0.00015680748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1018511.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8670000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4731.62000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836242"/>
        </identifiers>
        <balance>701081.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-739.93000000</valUSD>
        <pctVal>-0.00002452153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-701081.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-739.93000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833654"/>
        </identifiers>
        <balance>683625.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-792.37000000</valUSD>
        <pctVal>-0.00002625940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-683625.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9750000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-792.37000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05729558"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7658.47000000</valUSD>
        <pctVal>-0.00025380428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6832614.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7658.47000000</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__05749099"/>
        </identifiers>
        <balance>2311720.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-2230.39000000</valUSD>
        <pctVal>-0.00007391587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2311720.86000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2230.39000000</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__05711611"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6037.33000000</valUSD>
        <pctVal>-0.00020007915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6947919.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6037.33000000</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>20810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049996"/>
        <valUSD>3395.79000000</valUSD>
        <pctVal>0.000112537628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20810000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1048572.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3395.79000000</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>6420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>2410.19000000</valUSD>
        <pctVal>0.000079874511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6420000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>753098.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2410.19000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1972.68000000</valUSD>
        <pctVal>0.000065375281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>996616.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1972.68000000</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__05711601"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7226.37000000</valUSD>
        <pctVal>-0.00023948434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7850735.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7226.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITALIAN DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0017447423"/>
        </identifiers>
        <balance>81.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-63577.96000000</valUSD>
        <pctVal>-0.00210699508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</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/MIB Index Future</indexName>
                <indexIdentifier>FTSEMIB</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>12087426.49000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-63577.96000000</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>453000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199591"/>
        <valUSD>-17339.91000000</valUSD>
        <pctVal>-0.00057465047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-453000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>604475.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-17339.91000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3374.26000000</valUSD>
        <pctVal>0.000111824116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>558929.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3374.26000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2120.28000000</valUSD>
        <pctVal>0.000070266795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1052022.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2120.28000000</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>250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>217.45000000</valUSD>
        <pctVal>0.000007206366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-250000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>187905.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>217.45000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>986.00000000</valUSD>
        <pctVal>0.000032676373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>476136.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>986.00000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736816"/>
        </identifiers>
        <balance>418456.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3912.80000000</valUSD>
        <pctVal>-0.00012967151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418456.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>302000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3912.80000000</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__05812310"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2166.82000000</valUSD>
        <pctVal>-0.00007180914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6981014.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2166.82000000</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>1810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7698.72000000</valUSD>
        <pctVal>0.000255138183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1810000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1965831.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7698.72000000</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__05711679"/>
        </identifiers>
        <balance>371270.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4575.39000000</valUSD>
        <pctVal>-0.00015162997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-371270.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>413000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4575.39000000</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__05788584"/>
        </identifiers>
        <balance>9273582.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-4947.35000000</valUSD>
        <pctVal>-0.00016395685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9273582.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4947.35000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1159.57000000</valUSD>
        <pctVal>-0.00003842854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382405.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1159.57000000</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__05678918"/>
        </identifiers>
        <balance>6771123.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>2986.15000000</valUSD>
        <pctVal>0.000098962020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6771123.18000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2986.15000000</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>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-1915.79000000</valUSD>
        <pctVal>-0.00006348992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-950000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>765265.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1915.79000000</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>6040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>1450.64000000</valUSD>
        <pctVal>0.000048074699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6040000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>707705.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1450.64000000</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>296000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198523"/>
        <valUSD>-13781.57000000</valUSD>
        <pctVal>-0.00045672588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-296000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>392526.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13781.57000000</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__05812321"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3714.18000000</valUSD>
        <pctVal>-0.00012308918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9503849.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3714.18000000</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>1210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>4923.99000000</valUSD>
        <pctVal>0.000163182692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1439863.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4923.99000000</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>130000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>3158.90000000</valUSD>
        <pctVal>0.000104687013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>181604.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3158.90000000</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>53240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92317836"/>
        <valUSD>-81204.56000000</valUSD>
        <pctVal>-0.00269114656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53240000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>57589124.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-81204.56000000</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__05724078"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-13120.92000000</valUSD>
        <pctVal>-0.00043483172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10299314.34000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13120.92000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-638.41000000</valUSD>
        <pctVal>-0.00002115712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>586311.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-638.41000000</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>9000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27550701"/>
        <valUSD>104.00000000</valUSD>
        <pctVal>0.000003446595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>8094.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>104.00000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05729577"/>
        </identifiers>
        <balance>381052.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5478.50000000</valUSD>
        <pctVal>-0.00018155934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381052.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>423000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5478.50000000</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="GBP" exchangeRt="0.72387700"/>
        <valUSD>3209.49000000</valUSD>
        <pctVal>0.000106363583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>942595.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3209.49000000</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__05749162"/>
        </identifiers>
        <balance>8584960.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4404.74000000</valUSD>
        <pctVal>0.000145974572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8584960.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4404.74000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>380.91000000</valUSD>
        <pctVal>0.000012623486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>773653.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>380.91000000</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>130580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429751"/>
        <valUSD>22475.97000000</valUSD>
        <pctVal>0.000744861242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130580000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1804790.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22475.97000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05788579"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6023.93000000</valUSD>
        <pctVal>0.000199635076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7051049.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6023.93000000</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>102470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982665"/>
        <valUSD>8422.97000000</valUSD>
        <pctVal>0.000279140072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102470000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1384047.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>8422.97000000</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__05812291"/>
        </identifiers>
        <balance>7934058.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>3279.82000000</valUSD>
        <pctVal>0.000108694343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7934058.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3279.82000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-561.21000000</valUSD>
        <pctVal>-0.00001859868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>642288.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-561.21000000</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>154530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429753"/>
        <valUSD>26737.10000000</valUSD>
        <pctVal>0.000886076531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-154530000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2135949.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>26737.10000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818336"/>
        </identifiers>
        <balance>71307.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71.26000000</valUSD>
        <pctVal>0.000002361580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71307.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>71.26000000</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>1300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-793.24000000</valUSD>
        <pctVal>-0.00002628824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1300000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>975182.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-793.24000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836256"/>
        </identifiers>
        <balance>832773.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1332.67000000</valUSD>
        <pctVal>0.000044165134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-832773.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11910000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1332.67000000</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>111000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27581176"/>
        <valUSD>-357.49000000</valUSD>
        <pctVal>-0.00001184733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-111000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>98197.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-357.49000000</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>7150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>2127.74000000</valUSD>
        <pctVal>0.000070514022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7150000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>838174.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2127.74000000</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__05685035"/>
        </identifiers>
        <balance>7620915.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>4081.97000000</valUSD>
        <pctVal>0.000135277865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7620915.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4081.97000000</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>102480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982646"/>
        <valUSD>7610.99000000</valUSD>
        <pctVal>0.000252230781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102480000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1383369.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>7610.99000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1951.87000000</valUSD>
        <pctVal>0.000064685631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1107112.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1951.87000000</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__05797790"/>
        </identifiers>
        <balance>8244757.53000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-3263.41000000</valUSD>
        <pctVal>-0.00010815051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8244757.53000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3263.41000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1456.88000000</valUSD>
        <pctVal>-0.00004828149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382108.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1456.88000000</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>170680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429751"/>
        <valUSD>14345.88000000</valUSD>
        <pctVal>0.000475427312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-170680000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2343993.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>14345.88000000</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>17930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050003"/>
        <valUSD>3067.89000000</valUSD>
        <pctVal>0.000101670911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17930000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>903597.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3067.89000000</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__05776512"/>
        </identifiers>
        <balance>9060509.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-8998.35000000</valUSD>
        <pctVal>-0.00029820836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9060509.22000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8998.35000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05832592"/>
        </identifiers>
        <balance>1037387.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1273.26000000</valUSD>
        <pctVal>-0.00004219626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1037387.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77180000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1273.26000000</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__05749156"/>
        </identifiers>
        <balance>10906655.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>5748.05000000</valUSD>
        <pctVal>0.000190492319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10906655.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5748.05000000</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__05836191"/>
        </identifiers>
        <balance>753262.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3743.34000000</valUSD>
        <pctVal>-0.00012405555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-753262.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6410000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3743.34000000</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>51000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999902"/>
        <valUSD>2025.07000000</valUSD>
        <pctVal>0.000067111504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>461525.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2025.07000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832257"/>
        </identifiers>
        <balance>866276.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6814.19000000</valUSD>
        <pctVal>-0.00022582455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-866276.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6814.19000000</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>289000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199056"/>
        <valUSD>-7876.66000000</valUSD>
        <pctVal>-0.00026103517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>388822.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7876.66000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGU21 COMDTY"/>
        </identifiers>
        <balance>411.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-351940.00000000</valUSD>
        <pctVal>-0.01166341055</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-27</expDate>
            <notionalAmt>15246580.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-351940.00000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812380"/>
        </identifiers>
        <balance>134604.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83.51000000</valUSD>
        <pctVal>-0.00000276754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-134604.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>98000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-83.51000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05678921"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4208.28000000</valUSD>
        <pctVal>-0.00013946382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6862115.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4208.28000000</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>2150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1999.15000000</valUSD>
        <pctVal>0.000066252506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2150000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2972117.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1999.15000000</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>17650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>12405.56000000</valUSD>
        <pctVal>0.000411124451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17650000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>5429877.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12405.56000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>709.65000000</valUSD>
        <pctVal>0.000023518040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>586294.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>709.65000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836028"/>
        </identifiers>
        <balance>832040.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255.33000000</valUSD>
        <pctVal>-0.00000846172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-832040.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-255.33000000</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__05749149"/>
        </identifiers>
        <balance>9890513.78000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>5948.65000000</valUSD>
        <pctVal>0.000197140271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9890513.78000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5948.65000000</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>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>1259.99000000</valUSD>
        <pctVal>0.000041756494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1090000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>881499.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1259.99000000</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>4140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1198.15000000</valUSD>
        <pctVal>0.000039707095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>4910826.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1198.15000000</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>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1561.52000000</valUSD>
        <pctVal>0.000051749300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-970000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>729789.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1561.52000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685147"/>
        </identifiers>
        <balance>337492.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2562.77000000</valUSD>
        <pctVal>-0.00008493106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-337492.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>244000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2562.77000000</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__05685077"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4365.08000000</valUSD>
        <pctVal>-0.00014466022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6759332.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4365.08000000</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__05812284"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3891.58000000</valUSD>
        <pctVal>-0.00012896827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7826714.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3891.58000000</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__05836285"/>
        </identifiers>
        <balance>861035.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1744.01000000</valUSD>
        <pctVal>-0.00005779708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-861035.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2800000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1744.01000000</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__05835575"/>
        </identifiers>
        <balance>1104242.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5044.15000000</valUSD>
        <pctVal>-0.00016716483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1104242.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5044.15000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833684"/>
        </identifiers>
        <balance>677514.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2517.18000000</valUSD>
        <pctVal>0.000083420196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-677514.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9710000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2517.18000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835826"/>
        </identifiers>
        <balance>523920.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142.50000000</valUSD>
        <pctVal>0.000004722498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-523920.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>142.50000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788600"/>
        </identifiers>
        <balance>24031108.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28347.00000000</valUSD>
        <pctVal>-0.00093942916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24031108.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91370000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-28347.00000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05805728"/>
        </identifiers>
        <balance>237124991.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2169721.18000000</valUSD>
        <pctVal>-0.07190529328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-237124991.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>312930000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2169721.18000000</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>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3462.94000000</valUSD>
        <pctVal>0.000114763002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1560000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2158525.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3462.94000000</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__05685113"/>
        </identifiers>
        <balance>465808.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3996.93000000</valUSD>
        <pctVal>0.000132459611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-465808.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34420000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3996.93000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05818314"/>
        </identifiers>
        <balance>31174292.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54593.16000000</valUSD>
        <pctVal>-0.00180923577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31174292.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>621080000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-54593.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836177"/>
        </identifiers>
        <balance>961728.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4074.23000000</valUSD>
        <pctVal>-0.00013502135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-961728.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8190000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4074.23000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2605.71000000</valUSD>
        <pctVal>0.000086354110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>986903.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2605.71000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05717603"/>
        </identifiers>
        <balance>15471304.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-399720.57000000</valUSD>
        <pctVal>-0.01324687479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15471304.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21570000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-399720.57000000</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>98000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198157"/>
        <valUSD>-3716.33000000</valUSD>
        <pctVal>-0.00012316043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-98000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>130804.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3716.33000000</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__05717564"/>
        </identifiers>
        <balance>6842772.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434809"/>
        <valUSD>11471.12000000</valUSD>
        <pctVal>0.000380156794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6842772.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11471.12000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805756"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1465.14000000</valUSD>
        <pctVal>-0.00004855523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6682686.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1465.14000000</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__05736746"/>
        </identifiers>
        <balance>8171254.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>11304.27000000</valUSD>
        <pctVal>0.000374627328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8171254.89000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11304.27000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831942"/>
        </identifiers>
        <balance>805254.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3380.93000000</valUSD>
        <pctVal>-0.00011204516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-805254.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3380.93000000</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>111870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117007"/>
        <valUSD>723577.38000000</valUSD>
        <pctVal>0.023979598945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-111870000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>78890388.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>723577.38000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>752.26000000</valUSD>
        <pctVal>0.000024930150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>571322.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>752.26000000</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__05685021"/>
        </identifiers>
        <balance>6597553.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>4379.12000000</valUSD>
        <pctVal>0.000145125516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6597553.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4379.12000000</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__05705702"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-14937.40000000</valUSD>
        <pctVal>-0.00049503048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11100328.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14937.40000000</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>132000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27582734"/>
        <valUSD>1527.04000000</valUSD>
        <pctVal>0.000050606621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-132000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>118727.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1527.04000000</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__05692041"/>
        </identifiers>
        <balance>9008882.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>2281.94000000</valUSD>
        <pctVal>0.000075624262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9008882.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2281.94000000</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>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6825.13000000</valUSD>
        <pctVal>0.000226187115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1261761.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6825.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05812290"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4160.58000000</valUSD>
        <pctVal>-0.00013788302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8845204.74000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4160.58000000</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>2430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>1832.79000000</valUSD>
        <pctVal>0.000060739280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2430000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>640130.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1832.79000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818343"/>
        </identifiers>
        <balance>395538.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1160.81000000</valUSD>
        <pctVal>0.000038469635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395538.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1160.81000000</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>18730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049991"/>
        <valUSD>4809.15000000</valUSD>
        <pctVal>0.000159376856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18730000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>945518.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4809.15000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1801.34000000</valUSD>
        <pctVal>0.000059697016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>926803.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1801.34000000</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__05685002"/>
        </identifiers>
        <balance>6699456.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>4399.70000000</valUSD>
        <pctVal>0.000145807545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6699456.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4399.70000000</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>COFFEE 'C' FUTURE Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCU1 COMDTY"/>
        </identifiers>
        <balance>-91.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-127743.75000000</valUSD>
        <pctVal>-0.00423347105</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYBOT CSC C Coffee Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-20</expDate>
            <notionalAmt>-5323725.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-127743.75000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1642.38000000</valUSD>
        <pctVal>0.000054429028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1037730.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1642.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEFF FINANCIAL DERIVATIVES</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0B00073535"/>
        </identifiers>
        <balance>158.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-163585.34000000</valUSD>
        <pctVal>-0.00542127346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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>MEFF Madrid IBEX 35 Index</indexName>
                <indexIdentifier>IBEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-16</expDate>
            <notionalAmt>16685731.61000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-163585.34000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788509"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2120.24000000</valUSD>
        <pctVal>0.000070265470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2175817.44000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2120.24000000</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>2420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>969.93000000</valUSD>
        <pctVal>0.000032143808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2420000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>636641.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>969.93000000</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__05825864"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1777.07000000</valUSD>
        <pctVal>-0.00005889270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2206143.17000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1777.07000000</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__05833681"/>
        </identifiers>
        <balance>568992.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1085.88000000</valUSD>
        <pctVal>0.000035986430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-568992.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8140000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1085.88000000</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__05685078"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4637.48000000</valUSD>
        <pctVal>-0.00015368765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6858446.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4637.48000000</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>15780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982612"/>
        <valUSD>-195.97000000</valUSD>
        <pctVal>-0.00000649451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15780000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>211645.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-195.97000000</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>6590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-6396.19000000</valUSD>
        <pctVal>-0.00021197189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7808688.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6396.19000000</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>6600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-6009.90000000</valUSD>
        <pctVal>-0.00019917011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6600000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7820934.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6009.90000000</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__05711596"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7534.62000000</valUSD>
        <pctVal>-0.00024969985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8152428.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7534.62000000</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__05711651"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5073.53000000</valUSD>
        <pctVal>-0.00016813849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6854717.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5073.53000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05765677"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>891.88000000</valUSD>
        <pctVal>0.000029557204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7108610.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>891.88000000</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>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27574400"/>
        <valUSD>-292.43000000</valUSD>
        <pctVal>-0.00000969122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-113000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>100038.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-292.43000000</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>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2041.02000000</valUSD>
        <pctVal>0.000067640092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1494007.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2041.02000000</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__05776488"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-332.52000000</valUSD>
        <pctVal>-0.00001101982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7449015.63000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-332.52000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832263"/>
        </identifiers>
        <balance>662606.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5780.99000000</valUSD>
        <pctVal>-0.00019158396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-662606.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5780.99000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-1958.65000000</valUSD>
        <pctVal>-0.00006491032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1436890.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1958.65000000</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__05692027"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2730.23000000</valUSD>
        <pctVal>-0.00009048074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7381967.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2730.23000000</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>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1457.90000000</valUSD>
        <pctVal>0.000048315298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>830328.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1457.90000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05797747"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2102.71000000</valUSD>
        <pctVal>0.000069684520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2175750.72000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2102.71000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685059"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4995.02000000</valUSD>
        <pctVal>-0.00016553665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10608766.35000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4995.02000000</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__05692021"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5645.80000000</valUSD>
        <pctVal>-0.00018710372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7199137.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5645.80000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705699"/>
        </identifiers>
        <balance>1290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-16631.15000000</valUSD>
        <pctVal>-0.00055116193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1290000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13025284.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-16631.15000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705722"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-13232.91000000</valUSD>
        <pctVal>-0.00043854311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7338016.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13232.91000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832419"/>
        </identifiers>
        <balance>943744.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-431.99000000</valUSD>
        <pctVal>-0.00001431629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-943744.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1350000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-431.99000000</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__05756077"/>
        </identifiers>
        <balance>7993777.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>2361.30000000</valUSD>
        <pctVal>0.000078254280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7993777.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2361.30000000</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 SMALL-CAP ETF</title>
        <cusip>922908751</cusip>
        <identifiers>
          <isin value="US9229087518"/>
        </identifiers>
        <balance>303999.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68484894.72000000</valUSD>
        <pctVal>2.269612559222</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__05836174"/>
        </identifiers>
        <balance>995994.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4431.36000000</valUSD>
        <pctVal>-0.00014685676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-995994.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8480000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4431.36000000</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>2760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>2311.59000000</valUSD>
        <pctVal>0.000076606873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2760000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>727291.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2311.59000000</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__05729549"/>
        </identifiers>
        <balance>1747783.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664533"/>
        <valUSD>3549.20000000</valUSD>
        <pctVal>0.000117621687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1747783.44000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3549.20000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-467.34000000</valUSD>
        <pctVal>-0.00001548780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>547580.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-467.34000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685088"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3670.59000000</valUSD>
        <pctVal>-0.00012164459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6968156.13000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3670.59000000</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__05736734"/>
        </identifiers>
        <balance>2148724.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31149.31000000</valUSD>
        <pctVal>0.001032298662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2148724.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>31149.31000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1303.60000000</valUSD>
        <pctVal>0.000043201744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>797098.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1303.60000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05749181"/>
        </identifiers>
        <balance>31360368.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-942026.55000000</valUSD>
        <pctVal>-0.03121907827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31360368.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>261730000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-942026.55000000</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__05685079"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5143.87000000</valUSD>
        <pctVal>-0.00017046959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7665657.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5143.87000000</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>12480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429661"/>
        <valUSD>1952.36000000</valUSD>
        <pctVal>0.000064701870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>172294.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1952.36000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05825882"/>
        </identifiers>
        <balance>6676070.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836585"/>
        <valUSD>2489.42000000</valUSD>
        <pctVal>0.000082500220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6676070.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2489.42000000</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>2510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700002"/>
        <valUSD>-501.85000000</valUSD>
        <pctVal>-0.00001663147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>PLN</curSold>
            <amtCurPur>658809.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-501.85000000</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>74000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000036"/>
        <valUSD>2901.99000000</valUSD>
        <pctVal>0.000096172929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>669628.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2901.99000000</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__05788564"/>
        </identifiers>
        <balance>12800222.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-14021.63000000</valUSD>
        <pctVal>-0.00046468155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12800222.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14021.63000000</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>479920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117007"/>
        <valUSD>-2312772.97000000</valUSD>
        <pctVal>-0.07664607795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479920000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>333021239.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2312772.97000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805796"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1750.13000000</valUSD>
        <pctVal>-0.00005799989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8303331.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1750.13000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1166.00000000</valUSD>
        <pctVal>-0.00003864163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382399.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1166.00000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836237"/>
        </identifiers>
        <balance>679668.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1063.86000000</valUSD>
        <pctVal>0.000035256679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-679668.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9720000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1063.86000000</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__05797812"/>
        </identifiers>
        <balance>23486534.61000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-6231.84000000</valUSD>
        <pctVal>-0.00020652528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23486534.61000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2310000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6231.84000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831891"/>
        </identifiers>
        <balance>696378.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2622.64000000</valUSD>
        <pctVal>-0.00008691517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-696378.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2622.64000000</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>110230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>456573.02000000</valUSD>
        <pctVal>0.015130984206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-110230000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>13267537.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>456573.02000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832721"/>
        </identifiers>
        <balance>1213457.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4749.20000000</valUSD>
        <pctVal>-0.00015739009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1213457.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1610000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4749.20000000</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__05833354"/>
        </identifiers>
        <balance>712315.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3441.89000000</valUSD>
        <pctVal>-0.00011406539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-712315.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6100000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3441.89000000</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__05705731"/>
        </identifiers>
        <balance>9569511.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>7898.74000000</valUSD>
        <pctVal>0.000261766913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9569511.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7898.74000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05736738"/>
        </identifiers>
        <balance>1905624.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19665.82000000</valUSD>
        <pctVal>0.000651731921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1905624.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9680000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>19665.82000000</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>187980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-186037.02000000</valUSD>
        <pctVal>-0.00616532972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-187980000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>21661056.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-186037.02000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-299.44000000</valUSD>
        <pctVal>-0.00000992354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>547748.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-299.44000000</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__05692023"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2899.05000000</valUSD>
        <pctVal>-0.00009607549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7018610.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2899.05000000</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 MALAYSIA ETF</title>
        <cusip>46434G814</cusip>
        <identifiers>
          <isin value="US46434G8143"/>
        </identifiers>
        <balance>164717.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4206872.18000000</valUSD>
        <pctVal>0.139417165986</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>56180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>655566.93000000</valUSD>
        <pctVal>0.021725709644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56180000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>15413968.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>655566.93000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685095"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3678.19000000</valUSD>
        <pctVal>-0.00012189645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9301271.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3678.19000000</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>99610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777655"/>
        <valUSD>38740.55000000</valUSD>
        <pctVal>0.001283874921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-99610000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>5029777.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>38740.55000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>862.50000000</valUSD>
        <pctVal>0.000028583541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>483000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>862.50000000</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__05717573"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10053.27000000</valUSD>
        <pctVal>-0.00033316876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6650811.42000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10053.27000000</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__05765671"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5442.63000000</valUSD>
        <pctVal>-0.00018037059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8527932.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5442.63000000</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>92610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982673"/>
        <valUSD>22427.37000000</valUSD>
        <pctVal>0.000743250622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92610000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1265684.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>22427.37000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1052.85000000</valUSD>
        <pctVal>0.000034891804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>609160.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1052.85000000</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>206393.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41433394.75000000</valUSD>
        <pctVal>1.373116706688</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>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGX21 COMDTY"/>
        </identifiers>
        <balance>135.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97740.00000000</valUSD>
        <pctVal>-0.00323913663</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-10-27</expDate>
            <notionalAmt>5036040.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-97740.00000000</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__05698018"/>
        </identifiers>
        <balance>2213952.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12643.59000000</valUSD>
        <pctVal>0.000419012846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2213952.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12643.59000000</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__05692018"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4768.79000000</valUSD>
        <pctVal>-0.00015803931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7308763.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4768.79000000</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__05776516"/>
        </identifiers>
        <balance>11124089.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-11551.75000000</valUSD>
        <pctVal>-0.00038282889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11124089.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11551.75000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831813"/>
        </identifiers>
        <balance>4291651.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11986.78000000</valUSD>
        <pctVal>-0.00039724594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4291651.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>475000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11986.78000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832461"/>
        </identifiers>
        <balance>860421.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-959.39000000</valUSD>
        <pctVal>-0.00003179450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860421.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-959.39000000</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>1880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>396.14000000</valUSD>
        <pctVal>0.000013128213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1880000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2034257.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>396.14000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05836232"/>
        </identifiers>
        <balance>342126.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>83.99000000</valUSD>
        <pctVal>0.000002783456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-342126.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>83.99000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711649"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5183.43000000</valUSD>
        <pctVal>-0.00017178062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6853777.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5183.43000000</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__05711616"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7023.74000000</valUSD>
        <pctVal>-0.00023276911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9374107.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7023.74000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-5837.17000000</valUSD>
        <pctVal>-0.00019344578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389489.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5837.17000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831783"/>
        </identifiers>
        <balance>2748395.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9409.77000000</valUSD>
        <pctVal>-0.00031184295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2748395.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>304000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-9409.77000000</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__05832533"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-225.32000000</valUSD>
        <pctVal>-0.00000746718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2212050.12000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-225.32000000</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__05825878"/>
        </identifiers>
        <balance>8402370.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836586"/>
        <valUSD>2346.12000000</valUSD>
        <pctVal>0.000077751209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8402370.54000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2346.12000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-857.73000000</valUSD>
        <pctVal>-0.00002842546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>502144.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-857.73000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835779"/>
        </identifiers>
        <balance>1328689.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1063.99000000</valUSD>
        <pctVal>-0.00003526098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1328689.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1900000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1063.99000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812377"/>
        </identifiers>
        <balance>394008.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55.16000000</valUSD>
        <pctVal>-0.00000182802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394008.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-55.16000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831666"/>
        </identifiers>
        <balance>878137.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4185.38000000</valUSD>
        <pctVal>-0.00013870490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-878137.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4185.38000000</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__05705682"/>
        </identifiers>
        <balance>2187514.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>6670.70000000</valUSD>
        <pctVal>0.000221069252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2187514.84000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6670.70000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05833372"/>
        </identifiers>
        <balance>795610.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5390.23000000</valUSD>
        <pctVal>-0.00017863404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-795610.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6800000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5390.23000000</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>96880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982638"/>
        <valUSD>20687.79000000</valUSD>
        <pctVal>0.000685600353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-96880000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1321268.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>20687.79000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05797832"/>
        </identifiers>
        <balance>11831172.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19183.76000000</valUSD>
        <pctVal>0.000635756290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11831172.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15930000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>19183.76000000</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__05724077"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7366.65000000</valUSD>
        <pctVal>-0.00024413327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8205135.57000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7366.65000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3240.00000000</valUSD>
        <pctVal>0.000107374695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>527302.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3240.00000000</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>135840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429752"/>
        <valUSD>8820.75000000</valUSD>
        <pctVal>0.000292322636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-135840000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1862929.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8820.75000000</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__05836196"/>
        </identifiers>
        <balance>774755.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4188.96000000</valUSD>
        <pctVal>-0.00013882355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-774755.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6590000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4188.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05684999"/>
        </identifiers>
        <balance>8831655.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>5735.23000000</valUSD>
        <pctVal>0.000190067460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8831655.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5735.23000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832242"/>
        </identifiers>
        <balance>479202.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4052.80000000</valUSD>
        <pctVal>-0.00013431116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479202.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4052.80000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05825870"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4463.76000000</valUSD>
        <pctVal>-0.00014793051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7005147.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4463.76000000</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>50000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.49011516"/>
        <valUSD>11.10000000</valUSD>
        <pctVal>0.000000367857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>682.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>11.10000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678989"/>
        </identifiers>
        <balance>397589.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3635.82000000</valUSD>
        <pctVal>-0.00012049230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397589.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3635.82000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05836113"/>
        </identifiers>
        <balance>405488.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2243.92000000</valUSD>
        <pctVal>-0.00007436426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405488.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3470000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2243.92000000</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>1900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1463.36000000</valUSD>
        <pctVal>-0.00004849624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1424962.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1463.36000000</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__05812345"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1572.27000000</valUSD>
        <pctVal>-0.00005210555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>5160130.53000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1572.27000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQM19"/>
        </identifiers>
        <balance>2013.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5306130.00000000</valUSD>
        <pctVal>0.175846941695</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-07-30</expDate>
            <notionalAmt>144903930.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5306130.00000000</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>215000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000008"/>
        <valUSD>-802.50000000</valUSD>
        <pctVal>-0.00002659512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-215000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1936308.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-802.50000000</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>158720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>517141.86000000</valUSD>
        <pctVal>0.017138256036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-158720000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>18963629.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>517141.86000000</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>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>1992.00000000</valUSD>
        <pctVal>0.000066015553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>337392.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1992.00000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832482"/>
        </identifiers>
        <balance>2501847.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-322.18000000</valUSD>
        <pctVal>-0.00001067715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2501847.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3580000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-322.18000000</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__05788544"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6108.68000000</valUSD>
        <pctVal>0.000202443719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7606518.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6108.68000000</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__05805822"/>
        </identifiers>
        <balance>377844.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2168.63000000</valUSD>
        <pctVal>0.000071869131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377844.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2168.63000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2780.55000000</valUSD>
        <pctVal>0.000092148366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1287529.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2780.55000000</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__05805745"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3257.69000000</valUSD>
        <pctVal>-0.00010796094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6811363.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3257.69000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05717585"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5626.41000000</valUSD>
        <pctVal>-0.00018646112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6647104.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5626.41000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05776463"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4394.93000000</valUSD>
        <pctVal>0.000145649465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2048992.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4394.93000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05724096"/>
        </identifiers>
        <balance>7591644.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34809.15000000</valUSD>
        <pctVal>-0.00115358699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7591644.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24620000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-34809.15000000</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__05736717"/>
        </identifiers>
        <balance>2203010.11000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664534"/>
        <valUSD>2600.12000000</valUSD>
        <pctVal>0.000086168855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2203010.11000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2600.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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"/>
        </identifiers>
        <balance>882234.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47914128.54000000</valUSD>
        <pctVal>1.587890415006</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__05812318"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5289.66000000</valUSD>
        <pctVal>-0.00017530112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12533657.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5289.66000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685148"/>
        </identifiers>
        <balance>786987.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5943.62000000</valUSD>
        <pctVal>-0.00019697357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-786987.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>569000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5943.62000000</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="SGD" exchangeRt="1.34420001"/>
        <valUSD>2.49000000</valUSD>
        <pctVal>0.000000082519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>334774.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2.49000000</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>S&amp;P MID 400 EMINI Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FAU1 INDEX"/>
        </identifiers>
        <balance>137.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-640.00000000</valUSD>
        <pctVal>-0.00002120981</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME E-Mini Standard &amp; Poor's M</indexName>
                <indexIdentifier>MID</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>36886520.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-640.00000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>876.68000000</valUSD>
        <pctVal>0.000029053471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396203.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>876.68000000</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__05831894"/>
        </identifiers>
        <balance>452132.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1641.67000000</valUSD>
        <pctVal>-0.00005440549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-452132.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1641.67000000</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>2610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849999"/>
        <valUSD>-122.89000000</valUSD>
        <pctVal>-0.00000407261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2610000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>800859.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-122.89000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836268"/>
        </identifiers>
        <balance>430438.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-792.58000000</valUSD>
        <pctVal>-0.00002626636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430438.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-792.58000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05836160"/>
        </identifiers>
        <balance>752948.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1700.91000000</valUSD>
        <pctVal>-0.00005636873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-752948.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2860000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1700.91000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678988"/>
        </identifiers>
        <balance>188410.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1728.11000000</valUSD>
        <pctVal>-0.00005727014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-188410.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>136000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1728.11000000</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>36069.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1747543.05000000</valUSD>
        <pctVal>0.057914167354</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__05797761"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2232.20000000</valUSD>
        <pctVal>0.000073975862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7062761.34000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2232.20000000</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>128000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27574926"/>
        <valUSD>868.92000000</valUSD>
        <pctVal>0.000028796302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-128000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>114517.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-9.98000000</valUSD>
        <pctVal>-0.00000033074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>735725.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-9.98000000</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__05717558"/>
        </identifiers>
        <balance>44751011.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-997813.73000000</valUSD>
        <pctVal>-0.03306788427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44751011.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54180000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-997813.73000000</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>2470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2123.74000000</valUSD>
        <pctVal>0.000070381461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2470000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1856476.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2123.74000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-646.14000000</valUSD>
        <pctVal>-0.00002141329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>569924.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-646.14000000</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>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>959.31000000</valUSD>
        <pctVal>0.000031791857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>759217.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>959.31000000</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>2380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>1613.46000000</valUSD>
        <pctVal>0.000053470609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2380000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>626777.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1613.46000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-964.93000000</valUSD>
        <pctVal>-0.00003197810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>539575.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-964.93000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711658"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5592.20000000</valUSD>
        <pctVal>-0.00018532739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6850282.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5592.20000000</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>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1152.52000000</valUSD>
        <pctVal>0.000038194902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>705692.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1152.52000000</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__05724055"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-9954.03000000</valUSD>
        <pctVal>-0.00032987991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>4342762.75000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9954.03000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>344.09000000</valUSD>
        <pctVal>0.000011403258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>650181.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>344.09000000</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__05705754"/>
        </identifiers>
        <balance>9455213.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>9402.16000000</valUSD>
        <pctVal>0.000311590760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9455213.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9402.16000000</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>150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387702"/>
        <valUSD>563.98000000</valUSD>
        <pctVal>0.000018690487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-150000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>207781.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>563.98000000</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__05736755"/>
        </identifiers>
        <balance>8268174.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>11904.04000000</valUSD>
        <pctVal>0.000394503909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8268174.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11904.04000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>721.00000000</valUSD>
        <pctVal>0.000023894183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>489846.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>721.00000000</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__05711622"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5353.37000000</valUSD>
        <pctVal>-0.00017741249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7663865.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5353.37000000</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>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1756.08000000</valUSD>
        <pctVal>0.000058197084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1448554.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1756.08000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831840"/>
        </identifiers>
        <balance>5174282.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11654.84000000</valUSD>
        <pctVal>-0.00038624533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5174282.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>573000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11654.84000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05678937"/>
        </identifiers>
        <balance>29014643.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-150110.00000000</valUSD>
        <pctVal>-0.00497469613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29014643.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94040000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-150110.00000000</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__05833360"/>
        </identifiers>
        <balance>689713.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2919.09000000</valUSD>
        <pctVal>-0.00009673962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-689713.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5910000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2919.09000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836026"/>
        </identifiers>
        <balance>887647.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>666.65000000</valUSD>
        <pctVal>0.000022093006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-887647.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>666.65000000</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>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1509.41000000</valUSD>
        <pctVal>0.000050022357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>767274.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1509.41000000</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__05756093"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-699.76000000</valUSD>
        <pctVal>-0.00002319028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6993558.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-699.76000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833795"/>
        </identifiers>
        <balance>433240.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-526.51000000</valUSD>
        <pctVal>-0.00001744871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433240.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-526.51000000</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>112090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60520000"/>
        <valUSD>-6656.96000000</valUSD>
        <pctVal>-0.00022061390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-112090000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>13019187.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-6656.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797786"/>
        </identifiers>
        <balance>15062210.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5695.54000000</valUSD>
        <pctVal>-0.00018875212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15062210.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5695.54000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-6026.70000000</valUSD>
        <pctVal>-0.00019972687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389299.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6026.70000000</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__05717595"/>
        </identifiers>
        <balance>378381.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3695.47000000</valUSD>
        <pctVal>-0.00012246912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378381.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>422000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3695.47000000</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__05736766"/>
        </identifiers>
        <balance>6851759.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>10426.67000000</valUSD>
        <pctVal>0.000345543368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6851759.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10426.67000000</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>90680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982683"/>
        <valUSD>-887.94000000</valUSD>
        <pctVal>-0.00002942663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90680000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1216459.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-887.94000000</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>149710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429730"/>
        <valUSD>25783.00000000</valUSD>
        <pctVal>0.000854457334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149710000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2069206.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>25783.00000000</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__05685028"/>
        </identifiers>
        <balance>7824772.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>4117.27000000</valUSD>
        <pctVal>0.000136447719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7824772.34000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4117.27000000</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__05797802"/>
        </identifiers>
        <balance>15366940.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5742.64000000</valUSD>
        <pctVal>-0.00019031303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15366940.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5742.64000000</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__05756083"/>
        </identifiers>
        <balance>8001665.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>1438.77000000</valUSD>
        <pctVal>0.000047681324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8001665.89000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1438.77000000</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>348150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.36537976"/>
        <valUSD>108295.02000000</valUSD>
        <pctVal>0.003588933567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-348150000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>24343644.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>108295.02000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05805832"/>
        </identifiers>
        <balance>67567060.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1006209.55000000</valUSD>
        <pctVal>0.033346124590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67567060.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1368570000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1006209.55000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05818328"/>
        </identifiers>
        <balance>978497.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1719.85000000</valUSD>
        <pctVal>-0.00005699641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-978497.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72760000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1719.85000000</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__05698013"/>
        </identifiers>
        <balance>8695113.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-325539.35000000</valUSD>
        <pctVal>-0.01078848409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8695113.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31860000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-325539.35000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05678953"/>
        </identifiers>
        <balance>88262062.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3443351.14000000</valUSD>
        <pctVal>-0.11411382064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88262062.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>121390000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3443351.14000000</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__05776568"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7420.01000000</valUSD>
        <pctVal>0.000245901639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7468757.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7420.01000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685160"/>
        </identifiers>
        <balance>152695.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1702.36000000</valUSD>
        <pctVal>-0.00005641678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152695.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1702.36000000</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>85920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982662"/>
        <valUSD>900.77000000</valUSD>
        <pctVal>0.000029851822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85920000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1154346.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>900.77000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05685038"/>
        </identifiers>
        <balance>7208394.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>4569.95000000</valUSD>
        <pctVal>0.000151449687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7208394.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4569.95000000</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>114370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>140326.42000000</valUSD>
        <pctVal>0.004650464989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114370000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>13432443.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>140326.42000000</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__05711654"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5398.77000000</valUSD>
        <pctVal>-0.00017891706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6750493.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5398.77000000</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__05685153"/>
        </identifiers>
        <balance>314914.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3320.70000000</valUSD>
        <pctVal>-0.00011004912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-314914.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>227000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3320.70000000</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>7520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1364.45000000</valUSD>
        <pctVal>0.000045218334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7520000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>880675.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1364.45000000</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__05835847"/>
        </identifiers>
        <balance>6829539.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60314665"/>
        <valUSD>1494.31000000</valUSD>
        <pctVal>0.000049521938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6829539.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1494.31000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685089"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2726.26000000</valUSD>
        <pctVal>-0.00009034917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7686329.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2726.26000000</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__05831846"/>
        </identifiers>
        <balance>316272.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-928.96000000</valUSD>
        <pctVal>-0.00003078604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-316272.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-928.96000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05692034"/>
        </identifiers>
        <balance>7675243.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>4022.79000000</valUSD>
        <pctVal>0.000133316620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7675243.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4022.79000000</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__05805768"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2656.86000000</valUSD>
        <pctVal>-0.00008804923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7788365.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2656.86000000</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__05717586"/>
        </identifiers>
        <balance>7147966.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>6369.20000000</valUSD>
        <pctVal>0.000211077440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7147966.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6369.20000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788515"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2198.29000000</valUSD>
        <pctVal>0.000072852073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2176114.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2198.29000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736804"/>
        </identifiers>
        <balance>382447.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3321.93000000</valUSD>
        <pctVal>-0.00011008988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382447.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3321.93000000</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>289000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199056"/>
        <valUSD>1334.22000000</valUSD>
        <pctVal>0.000044216501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>398033.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1334.22000000</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__05705750"/>
        </identifiers>
        <balance>7243531.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>7056.66000000</valUSD>
        <pctVal>0.000233860097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7243531.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7056.66000000</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__05692031"/>
        </identifiers>
        <balance>10800523.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>6296.49000000</valUSD>
        <pctVal>0.000208667806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10800523.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6296.49000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835983"/>
        </identifiers>
        <balance>570425.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>144.54000000</valUSD>
        <pctVal>0.000004790104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-570425.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>144.54000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832335"/>
        </identifiers>
        <balance>709959.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4221.79000000</valUSD>
        <pctVal>-0.00013991154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-709959.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4221.79000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818345"/>
        </identifiers>
        <balance>146770.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>104.36000000</valUSD>
        <pctVal>0.000003458525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146770.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>104.36000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05736720"/>
        </identifiers>
        <balance>2072772.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>1221.75000000</valUSD>
        <pctVal>0.000040489207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2072772.88000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1221.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US BANK MMDA</name>
        <lei>N/A</lei>
        <title>US BANK MMDA-USBGFS 5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="8AMMF0A92"/>
        </identifiers>
        <balance>394010535.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394010535.98000000</valUSD>
        <pctVal>13.05764233970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="cash" issuerCat="OTHER"/>
        <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__05685029"/>
        </identifiers>
        <balance>7317130.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>3796.44000000</valUSD>
        <pctVal>0.000125815304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7317130.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3796.44000000</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>3000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700002"/>
        <valUSD>1347.76000000</valUSD>
        <pctVal>0.000044665221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3000000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>789369.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1347.76000000</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__05705759"/>
        </identifiers>
        <balance>16795038.03000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>17061.06000000</valUSD>
        <pctVal>0.000565409295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16795038.03000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>17061.06000000</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>37350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>258792.57000000</valUSD>
        <pctVal>0.008576473242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37350000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>51858981.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>258792.57000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05832595"/>
        </identifiers>
        <balance>394316.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3755.29000000</valUSD>
        <pctVal>0.000124451579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394316.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>290000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3755.29000000</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>9610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>2455.84000000</valUSD>
        <pctVal>0.000081387367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9610000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1126149.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2455.84000000</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__05812335"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2287.27000000</valUSD>
        <pctVal>-0.00007580090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9110279.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2287.27000000</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>1820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25849997"/>
        <valUSD>-171.36000000</valUSD>
        <pctVal>-0.00000567892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1820000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>558367.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-171.36000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831888"/>
        </identifiers>
        <balance>723543.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2757.53000000</valUSD>
        <pctVal>-0.00009138547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723543.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2757.53000000</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>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1524.93000000</valUSD>
        <pctVal>0.000050536695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1396789.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1524.93000000</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__05765674"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4984.77000000</valUSD>
        <pctVal>-0.00016519696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7408986.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4984.77000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-390.77000000</valUSD>
        <pctVal>-0.00001295024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>697806.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-390.77000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05685112"/>
        </identifiers>
        <balance>9432001.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-372025.16000000</valUSD>
        <pctVal>-0.01232903954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9432001.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129680000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-372025.16000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835565"/>
        </identifiers>
        <balance>895408.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3436.74000000</valUSD>
        <pctVal>-0.00011389472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-895408.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3436.74000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-1557.48000000</valUSD>
        <pctVal>-0.00005161541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>733320.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1557.48000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>926.96000000</valUSD>
        <pctVal>0.000030719767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>548974.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>926.96000000</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__05736784"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5593.34000000</valUSD>
        <pctVal>-0.00018536517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7560371.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5593.34000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833648"/>
        </identifiers>
        <balance>855252.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1536.35000000</valUSD>
        <pctVal>-0.00005091515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-855252.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12190000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1536.35000000</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__05812281"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2983.02000000</valUSD>
        <pctVal>-0.00009885829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7936612.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2983.02000000</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>75000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000047"/>
        <valUSD>2652.68000000</valUSD>
        <pctVal>0.000087910711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-75000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>678389.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2652.68000000</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__05797768"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>2246.07000000</valUSD>
        <pctVal>0.000074435518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7369122.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2246.07000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1206.89000000</valUSD>
        <pctVal>0.000039996742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>780132.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1206.89000000</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__05697970"/>
        </identifiers>
        <balance>7530761.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>2695.80000000</valUSD>
        <pctVal>0.000089339723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7530761.70000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2695.80000000</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__05776520"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3747.26000000</valUSD>
        <pctVal>0.000124185462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6930140.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3747.26000000</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__05697966"/>
        </identifiers>
        <balance>19124629.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>7729.31000000</valUSD>
        <pctVal>0.000256151945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19124629.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7729.31000000</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>3610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-3251.13000000</valUSD>
        <pctVal>-0.00010774354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4277850.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3251.13000000</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  Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOV1 COMDTY"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27409.20000000</valUSD>
        <pctVal>0.000908350152</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-30</expDate>
            <notionalAmt>8924470.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>27409.20000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05698003"/>
        </identifiers>
        <balance>1280239.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3374.10000000</valUSD>
        <pctVal>-0.00011181881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1280239.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4160000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3374.10000000</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__05805724"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>483.08000000</valUSD>
        <pctVal>0.000016009434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2079262.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>483.08000000</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>Low Su Gasoil G   Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K81G71"/>
        </identifiers>
        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11500.00000000</valUSD>
        <pctVal>-0.00038111388</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-08-12</expDate>
            <notionalAmt>1387475.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11500.00000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805859"/>
        </identifiers>
        <balance>389729.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2851.38000000</valUSD>
        <pctVal>0.000094495696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-389729.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2851.38000000</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__05776491"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2353.27000000</valUSD>
        <pctVal>-0.00007798816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12637734.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2353.27000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2339.28000000</valUSD>
        <pctVal>0.000077524529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>737991.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2339.28000000</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>563000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199523"/>
        <valUSD>12408.04000000</valUSD>
        <pctVal>0.000411206639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-563000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>785216.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12408.04000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812390"/>
        </identifiers>
        <balance>393293.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3405.43000000</valUSD>
        <pctVal>0.000112857101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393293.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3405.43000000</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__05805798"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1252.34000000</valUSD>
        <pctVal>-0.00004150297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6684505.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1252.34000000</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>142860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429733"/>
        <valUSD>24707.00000000</valUSD>
        <pctVal>0.000818798331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142860000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1974633.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>24707.00000000</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__05736776"/>
        </identifiers>
        <balance>8377041.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>11115.36000000</valUSD>
        <pctVal>0.000368366787</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8377041.43000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11115.36000000</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>18000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27550701"/>
        <valUSD>149.12000000</valUSD>
        <pctVal>0.000004941887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>16131.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>149.12000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1256.41000000</valUSD>
        <pctVal>0.000041637852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>774529.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1256.41000000</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>138610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429751"/>
        <valUSD>21773.88000000</valUSD>
        <pctVal>0.000721593742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-138610000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1913691.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21773.88000000</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__05797803"/>
        </identifiers>
        <balance>12007720.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4384.40000000</valUSD>
        <pctVal>-0.00014530049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12007720.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4384.40000000</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__05797775"/>
        </identifiers>
        <balance>11702694.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4302.83000000</valUSD>
        <pctVal>-0.00014259724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11702694.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4302.83000000</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>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-192.09000000</valUSD>
        <pctVal>-0.00000636592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>758065.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-192.09000000</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>3100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-2211.73000000</valUSD>
        <pctVal>-0.00007329747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>3351496.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2211.73000000</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>127000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27582885"/>
        <valUSD>1117.87000000</valUSD>
        <pctVal>0.000037046589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-127000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>113878.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1117.87000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>623.85000000</valUSD>
        <pctVal>0.000020674599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>586209.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>623.85000000</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>1790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4582.11000000</valUSD>
        <pctVal>0.000151852674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1790000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2477377.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4582.11000000</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__05685062"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4445.48000000</valUSD>
        <pctVal>-0.00014732470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9396153.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4445.48000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1093.26000000</valUSD>
        <pctVal>0.000036231005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>579170.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1093.26000000</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>15100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>157443.93000000</valUSD>
        <pctVal>0.005217745056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15100000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>21018564.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>157443.93000000</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__05749120"/>
        </identifiers>
        <balance>7775134.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4204.23000000</valUSD>
        <pctVal>0.000139329603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7775134.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4204.23000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2188.35000000</valUSD>
        <pctVal>0.000072522658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>903472.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2188.35000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825909"/>
        </identifiers>
        <balance>1157968.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1568.94000000</valUSD>
        <pctVal>-0.00005199520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1157968.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86140000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1568.94000000</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>260520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>1055988.08000000</valUSD>
        <pctVal>0.034995801899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260520000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>31524088.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1055988.08000000</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__05756072"/>
        </identifiers>
        <balance>8703141.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>2447.21000000</valUSD>
        <pctVal>0.000081101366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8703141.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2447.21000000</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>88200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>383548.01000000</valUSD>
        <pctVal>0.012710910692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88200000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>71609683.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>383548.01000000</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__05836202"/>
        </identifiers>
        <balance>476131.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2566.56000000</valUSD>
        <pctVal>-0.00008505666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-476131.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4050000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2566.56000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>791.80000000</valUSD>
        <pctVal>0.000026240519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>517866.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>791.80000000</unrealizedAppr>
          </fwdDeriv>
        </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 MIDCAP E</title>
        <cusip>464287507</cusip>
        <identifiers>
          <isin value="US4642875078"/>
        </identifiers>
        <balance>921716.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247692740.68000000</valUSD>
        <pctVal>8.208621147393</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3258.90000000</valUSD>
        <pctVal>0.000108001047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>499371.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3258.90000000</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>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>910.58000000</valUSD>
        <pctVal>0.000030176928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1824424.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>910.58000000</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>73000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51201421"/>
        <valUSD>-1535.60000000</valUSD>
        <pctVal>-0.00005089030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>98668.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1535.60000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05812273"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>985.13000000</valUSD>
        <pctVal>0.000032647541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2171496.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>985.13000000</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 FUTURE    Nov21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S X1 COMDTY"/>
        </identifiers>
        <balance>-587.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2742462.50000000</valUSD>
        <pctVal>-0.09088613421</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>CBOT Soybean Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-12</expDate>
            <notionalAmt>-38318187.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2742462.50000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05835866"/>
        </identifiers>
        <balance>19761041.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3123.66000000</valUSD>
        <pctVal>-0.00010351914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19761041.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283830000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-3123.66000000</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>101280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982688"/>
        <valUSD>21058.70000000</valUSD>
        <pctVal>0.000697892435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101280000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1380707.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>21058.70000000</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>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-1166.18000000</valUSD>
        <pctVal>-0.00003864759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1518429.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1166.18000000</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>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3942.26000000</valUSD>
        <pctVal>0.000130647828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1219618.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3942.26000000</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>1440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>796.53000000</valUSD>
        <pctVal>0.000026397273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1440000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>379047.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>796.53000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711621"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6713.98000000</valUSD>
        <pctVal>-0.00022250356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9376756.62000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6713.98000000</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>18390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049997"/>
        <valUSD>4415.93000000</valUSD>
        <pctVal>0.000146345412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18390000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>928049.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4415.93000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836016"/>
        </identifiers>
        <balance>4238109.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1574.36000000</valUSD>
        <pctVal>0.000052174822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4238109.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5250000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1574.36000000</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>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34419999"/>
        <valUSD>-360.95000000</valUSD>
        <pctVal>-0.00001196200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>379046.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-360.95000000</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>102480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982646"/>
        <valUSD>8233.11000000</valUSD>
        <pctVal>0.000272848048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102480000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1383991.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>8233.11000000</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>10890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664531"/>
        <valUSD>103901.73000000</valUSD>
        <pctVal>0.003443338451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10890000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2964688.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>103901.73000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05765646"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1829.97000000</valUSD>
        <pctVal>0.000060645824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2174712.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1829.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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 Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PTU1 INDEX"/>
        </identifiers>
        <balance>328.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>27897.60000000</valUSD>
        <pctVal>0.000924535893</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>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Montreal Exchange S&amp;P/TSX 60 I</indexName>
                <indexIdentifier>SPTSX60</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-16</expDate>
            <notionalAmt>63828987.46000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>27897.60000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>344.39000000</valUSD>
        <pctVal>0.000011413201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>573319.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>344.39000000</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__05736718"/>
        </identifiers>
        <balance>2068495.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>2345.45000000</valUSD>
        <pctVal>0.000077729005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2068495.34000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2345.45000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05705775"/>
        </identifiers>
        <balance>375349.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5102.57000000</valUSD>
        <pctVal>-0.00016910089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-375349.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>417000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5102.57000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05835572"/>
        </identifiers>
        <balance>298620.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1296.83000000</valUSD>
        <pctVal>-0.00004297738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-298620.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1296.83000000</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>280000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>534.65000000</valUSD>
        <pctVal>0.000017718481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-280000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>384879.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>534.65000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1197.05000000</valUSD>
        <pctVal>0.000039670641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>616812.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1197.05000000</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>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-512.70000000</valUSD>
        <pctVal>-0.00001699105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1726300.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-512.70000000</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__05776545"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6808.68000000</valUSD>
        <pctVal>0.000225641956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8883727.47000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6808.68000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>3810.46000000</valUSD>
        <pctVal>0.000126279932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>551858.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3810.46000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805808"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1779.11000000</valUSD>
        <pctVal>-0.00005896030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8100198.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1779.11000000</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__05749160"/>
        </identifiers>
        <balance>9499668.67000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4203.11000000</valUSD>
        <pctVal>0.000139292486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9499668.67000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4203.11000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11364.24000000</valUSD>
        <pctVal>-0.00037661475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389452.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11364.24000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2386.59000000</valUSD>
        <pctVal>0.000079092399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>832517.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2386.59000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736823"/>
        </identifiers>
        <balance>791637.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11966.18000000</valUSD>
        <pctVal>-0.00039656324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-791637.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>568000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11966.18000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-985.64000000</valUSD>
        <pctVal>-0.00003266444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>547062.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-985.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685064"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6477.39000000</valUSD>
        <pctVal>-0.00021466289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12117730.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6477.39000000</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>78050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33187053"/>
        <valUSD>1551881.20000000</valUSD>
        <pctVal>0.051429867510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-78050000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>60153673.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1551881.20000000</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>72400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117006"/>
        <valUSD>99008.43000000</valUSD>
        <pctVal>0.003281172835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72400000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>50686986.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>99008.43000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736795"/>
        </identifiers>
        <balance>115670.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1133.91000000</valUSD>
        <pctVal>-0.00003757816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115670.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1133.91000000</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>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-403.28000000</valUSD>
        <pctVal>-0.00001336483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>662692.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-403.28000000</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__05685096"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3475.25000000</valUSD>
        <pctVal>-0.00011517095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8491465.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3475.25000000</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>10380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>2396.09000000</valUSD>
        <pctVal>0.000079407232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10380000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1216125.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2396.09000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-462.13000000</valUSD>
        <pctVal>-0.00001531514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>525063.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-462.13000000</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__05788520"/>
        </identifiers>
        <balance>9878655.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>-9172.92000000</valUSD>
        <pctVal>-0.00030399366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9878655.36000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9172.92000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831906"/>
        </identifiers>
        <balance>831232.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2329.16000000</valUSD>
        <pctVal>-0.00007718914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-831232.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>92000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2329.16000000</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__05765650"/>
        </identifiers>
        <balance>3732686.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-7737.33000000</valUSD>
        <pctVal>-0.00025641773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3732686.74000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7737.33000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3445.00000000</valUSD>
        <pctVal>0.000114168464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>923010.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3445.00000000</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>9690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781354"/>
        <valUSD>-25709.38000000</valUSD>
        <pctVal>-0.00085201754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9690000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1901569.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-25709.38000000</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__05711639"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6407.73000000</valUSD>
        <pctVal>-0.00021235433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9582260.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6407.73000000</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>293000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199783"/>
        <valUSD>-11621.95000000</valUSD>
        <pctVal>-0.00038515535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-293000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390567.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11621.95000000</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>3610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1838.97000000</valUSD>
        <pctVal>0.000060944087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4282940.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1838.97000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05717574"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10153.99000000</valUSD>
        <pctVal>-0.00033650666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6649944.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10153.99000000</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>221000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999976"/>
        <valUSD>-968.30000000</valUSD>
        <pctVal>-0.00003208978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-221000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1990202.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-968.30000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-301.13000000</valUSD>
        <pctVal>-0.00000997954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>525224.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-301.13000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>887.86000000</valUSD>
        <pctVal>0.000029423980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>556443.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>887.86000000</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>2200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4553.64000000</valUSD>
        <pctVal>0.000150909168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2200000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3043744.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4553.64000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05678893"/>
        </identifiers>
        <balance>34610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-387723.11000000</valUSD>
        <pctVal>-0.01284927491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>349964518.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-387723.11000000</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__05711588"/>
        </identifiers>
        <balance>6937639.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>12309.50000000</valUSD>
        <pctVal>0.000407940990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6937639.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12309.50000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-666.12000000</valUSD>
        <pctVal>-0.00002207544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1021607.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-666.12000000</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>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2647.25000000</valUSD>
        <pctVal>0.000087730759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1019578.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2647.25000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-867.55000000</valUSD>
        <pctVal>-0.00002875090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382697.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-867.55000000</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__05831831"/>
        </identifiers>
        <balance>821789.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1895.47000000</valUSD>
        <pctVal>-0.00006281651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-821789.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1895.47000000</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>350000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999988"/>
        <valUSD>-113.65000000</valUSD>
        <pctVal>-0.00000376639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-350000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3153323.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-113.65000000</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__05685086"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4388.25000000</valUSD>
        <pctVal>-0.00014542808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7570675.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4388.25000000</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__05812301"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1991.68000000</valUSD>
        <pctVal>-0.00006600494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7083954.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1991.68000000</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>5760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214996"/>
        <valUSD>538.32000000</valUSD>
        <pctVal>0.000017840106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5760000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>674053.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>538.32000000</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__05756085"/>
        </identifiers>
        <balance>10025622.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>2011.42000000</valUSD>
        <pctVal>0.000066659138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10025622.09000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2011.42000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05685101"/>
        </identifiers>
        <balance>17320745.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217337.80000000</valUSD>
        <pctVal>-0.00720264815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17320745.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1898000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-217337.80000000</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__05705753"/>
        </identifiers>
        <balance>7042447.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>6845.99000000</valUSD>
        <pctVal>0.000226878422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7042447.30000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6845.99000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-579.86000000</valUSD>
        <pctVal>-0.00001921675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382097.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-579.86000000</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>289000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199056"/>
        <valUSD>-5978.97000000</valUSD>
        <pctVal>-0.00019814508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-289000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390720.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5978.97000000</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>19950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049996"/>
        <valUSD>3240.77000000</valUSD>
        <pctVal>0.000107400213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19950000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1005224.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3240.77000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836250"/>
        </identifiers>
        <balance>438424.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>689.32000000</valUSD>
        <pctVal>0.000022844297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-438424.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6270000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>689.32000000</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>420000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>4210.87000000</valUSD>
        <pctVal>0.000139549655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>377121.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4210.87000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717542"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7918.66000000</valUSD>
        <pctVal>-0.00026242706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2182764.29000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7918.66000000</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>170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34419995"/>
        <valUSD>43.29000000</valUSD>
        <pctVal>0.000001434645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-170000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>126512.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>43.29000000</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__05749087"/>
        </identifiers>
        <balance>2128023.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-1428.73000000</valUSD>
        <pctVal>-0.00004734859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2128023.70000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1428.73000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831876"/>
        </identifiers>
        <balance>768750.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2915.97000000</valUSD>
        <pctVal>-0.00009663623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-768750.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2915.97000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1081.36000000</valUSD>
        <pctVal>-0.00003583663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382483.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1081.36000000</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>141850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429752"/>
        <valUSD>-5799.18000000</valUSD>
        <pctVal>-0.00019218678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-141850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1930341.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5799.18000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765719"/>
        </identifiers>
        <balance>9250076.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-2198.27000000</valUSD>
        <pctVal>-0.00007285141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9250076.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2198.27000000</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__05776486"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-1833.74000000</valUSD>
        <pctVal>-0.00006077076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7946501.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1833.74000000</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>424000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578292"/>
        <valUSD>4935.89000000</valUSD>
        <pctVal>0.000163577062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-424000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381397.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4935.89000000</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>3290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-3346.83000000</valUSD>
        <pctVal>-0.00011091507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3290000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3555911.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3346.83000000</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>233000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199923"/>
        <valUSD>-6269.81000000</valUSD>
        <pctVal>-0.00020778362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-233000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>313560.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6269.81000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>1898.99000000</valUSD>
        <pctVal>0.000062933170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>824098.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1898.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300OM0CLBHZ9MZW59</lei>
        <title>VANGUARD REAL ESTATE ETF</title>
        <cusip>922908553</cusip>
        <identifiers>
          <isin value="US9229085538"/>
        </identifiers>
        <balance>830463.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84532828.77000000</valUSD>
        <pctVal>2.801446517913</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>2894.53000000</valUSD>
        <pctVal>0.000095925702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>857549.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2894.53000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2854.07000000</valUSD>
        <pctVal>0.000094584844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382867.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2854.07000000</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>60000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>213.31000000</valUSD>
        <pctVal>0.000007069165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>82572.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>213.31000000</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>15260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050008"/>
        <valUSD>4710.78000000</valUSD>
        <pctVal>0.000156116841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15260000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>771140.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4710.78000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-818.41000000</valUSD>
        <pctVal>-0.00002712238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>649019.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-818.41000000</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>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1734.42000000</valUSD>
        <pctVal>0.000057479265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>737469.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1734.42000000</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>1490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5631.96000000</valUSD>
        <pctVal>0.000186645058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>2063992.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5631.96000000</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>6510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>3128.99000000</valUSD>
        <pctVal>0.000103695786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6510000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>764341.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3128.99000000</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__05825877"/>
        </identifiers>
        <balance>7995570.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836580"/>
        <valUSD>2451.42000000</valUSD>
        <pctVal>0.000081240887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7995570.25000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2451.42000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2903.89000000</valUSD>
        <pctVal>0.000096235896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>914661.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2903.89000000</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__05736783"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5046.04000000</valUSD>
        <pctVal>-0.00016722747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6652067.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5046.04000000</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>Low Su Gasoil G   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K80370"/>
        </identifiers>
        <balance>129.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-61275.00000000</valUSD>
        <pctVal>-0.00203067421</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-10</expDate>
            <notionalAmt>7798050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-61275.00000000</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__05749138"/>
        </identifiers>
        <balance>6858378.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>4645.36000000</valUSD>
        <pctVal>0.000153948800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6858378.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4645.36000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05765830"/>
        </identifiers>
        <balance>386942.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2893.65000000</valUSD>
        <pctVal>0.000095896539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-386942.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2893.65000000</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>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420001"/>
        <valUSD>-166.78000000</valUSD>
        <pctVal>-0.00000552714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>334604.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-166.78000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832769"/>
        </identifiers>
        <balance>6307458.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16171.83000000</valUSD>
        <pctVal>-0.00053593991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6307458.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8380000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-16171.83000000</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__05749126"/>
        </identifiers>
        <balance>7872486.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4682.56000000</valUSD>
        <pctVal>0.000155181621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7872486.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4682.56000000</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 Oct21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBV1 COMDTY"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2028.60000000</valUSD>
        <pctVal>0.000067228489</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>GOLDMAN SACHS</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>2021-09-30</expDate>
            <notionalAmt>-2647020.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2028.60000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776591"/>
        </identifiers>
        <balance>379658.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2130.83000000</valUSD>
        <pctVal>0.000070616426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379658.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2130.83000000</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) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU1 COMDTY"/>
        </identifiers>
        <balance>1769.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>198365.78000000</valUSD>
        <pctVal>0.006573908997</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>2021-09-30</expDate>
            <notionalAmt>218149304.22000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>198365.78000000</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__05818329"/>
        </identifiers>
        <balance>1130590.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1979.59000000</valUSD>
        <pctVal>-0.00006560428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130590.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84070000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1979.59000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-369.72000000</valUSD>
        <pctVal>-0.00001225264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>495125.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-369.72000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-490.02000000</valUSD>
        <pctVal>-0.00001623942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>980339.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-490.02000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756099"/>
        </identifiers>
        <balance>383004.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2991.12000000</valUSD>
        <pctVal>-0.00009912672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383004.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2991.12000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1243.83000000</valUSD>
        <pctVal>-0.00004122094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382321.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1243.83000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831873"/>
        </identifiers>
        <balance>334554.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1190.63000000</valUSD>
        <pctVal>-0.00003945788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334554.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1190.63000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832820"/>
        </identifiers>
        <balance>2934750.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6824.27000000</valUSD>
        <pctVal>-0.00022615861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2934750.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3900000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6824.27000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-63.20000000</valUSD>
        <pctVal>-0.00000209446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>551949.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-63.20000000</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  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52VHW7"/>
        </identifiers>
        <balance>-83.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>22213.28000000</valUSD>
        <pctVal>0.000736155607</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex DAX Index Future</indexName>
                <indexIdentifier>DAX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>-38272353.09000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>22213.28000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5184.09000000</valUSD>
        <pctVal>0.000171802494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3730000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>5157993.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5184.09000000</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__05705781"/>
        </identifiers>
        <balance>12059471.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-448197.63000000</valUSD>
        <pctVal>-0.01485342095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12059471.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44200000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-448197.63000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836279"/>
        </identifiers>
        <balance>381385.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-842.72000000</valUSD>
        <pctVal>-0.00002792802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381385.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1240000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-842.72000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-173.15000000</valUSD>
        <pctVal>-0.00000573824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1330000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>998324.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-173.15000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>918.25000000</valUSD>
        <pctVal>0.000030431115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>616533.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>918.25000000</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>298270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>108798.38000000</valUSD>
        <pctVal>0.003605615087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-298270000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>20947164.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>108798.38000000</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>65000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999920"/>
        <valUSD>1725.20000000</valUSD>
        <pctVal>0.000057173711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>587363.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1725.20000000</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__05765693"/>
        </identifiers>
        <balance>9987597.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-5405.39000000</valUSD>
        <pctVal>-0.00017913645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9987597.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5405.39000000</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__05749154"/>
        </identifiers>
        <balance>7371944.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>3902.42000000</valUSD>
        <pctVal>0.000129327517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7371944.42000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3902.42000000</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>281000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199429"/>
        <valUSD>-6034.19000000</valUSD>
        <pctVal>-0.00019997509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-281000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>379683.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6034.19000000</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>20220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92387169"/>
        <valUSD>42550.69000000</valUSD>
        <pctVal>0.001410144248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20220000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>21928706.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>42550.69000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836272"/>
        </identifiers>
        <balance>430888.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1243.01000000</valUSD>
        <pctVal>-0.00004119377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430888.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1243.01000000</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__05836135"/>
        </identifiers>
        <balance>673159.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3796.36000000</valUSD>
        <pctVal>-0.00012581265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-673159.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5760000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3796.36000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>1209.45000000</valUSD>
        <pctVal>0.000040081581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396535.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1209.45000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805815"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1277.93000000</valUSD>
        <pctVal>-0.00004235103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9524680.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1277.93000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833711"/>
        </identifiers>
        <balance>679073.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3759.48000000</valUSD>
        <pctVal>0.000124590437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-679073.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9750000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3759.48000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>707.96000000</valUSD>
        <pctVal>0.000023462033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>548755.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>707.96000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05835857"/>
        </identifiers>
        <balance>8050954.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6191.58000000</valUSD>
        <pctVal>0.000205191053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8050954.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26250000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6191.58000000</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>576000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>2222.40000000</valUSD>
        <pctVal>0.000073651087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-576000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>792875.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2222.40000000</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>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-323.58000000</valUSD>
        <pctVal>-0.00001072355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>735411.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-323.58000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833657"/>
        </identifiers>
        <balance>700398.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-757.85000000</valUSD>
        <pctVal>-0.00002511540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-700398.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9990000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-757.85000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685073"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5438.25000000</valUSD>
        <pctVal>-0.00018022544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8779009.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5438.25000000</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>338000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999993"/>
        <valUSD>-987.44000000</valUSD>
        <pctVal>-0.00003272409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-338000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3044331.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-987.44000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756114"/>
        </identifiers>
        <balance>383024.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3010.65000000</valUSD>
        <pctVal>-0.00009977395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383024.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3010.65000000</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__05736758"/>
        </identifiers>
        <balance>7858708.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>12037.06000000</valUSD>
        <pctVal>0.000398912236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7858708.26000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12037.06000000</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__05805809"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1197.52000000</valUSD>
        <pctVal>-0.00003968621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7293630.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1197.52000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776537"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9038.40000000</valUSD>
        <pctVal>0.000299535631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12656170.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9038.40000000</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__05717565"/>
        </identifiers>
        <balance>7146754.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434809"/>
        <valUSD>11733.69000000</valUSD>
        <pctVal>0.000388858452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7146754.92000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11733.69000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05756096"/>
        </identifiers>
        <balance>2115417.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12885.73000000</valUSD>
        <pctVal>-0.00042703744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2115417.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6850000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12885.73000000</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  Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQX24"/>
        </identifiers>
        <balance>46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69540.00000000</valUSD>
        <pctVal>0.002304579104</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-30</expDate>
            <notionalAmt>3231880.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>69540.00000000</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__05788548"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>3570.36000000</valUSD>
        <pctVal>0.000118322937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7074275.37000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3570.36000000</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__05729556"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8635.59000000</valUSD>
        <pctVal>-0.00028618637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7534358.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8635.59000000</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__05765715"/>
        </identifiers>
        <balance>10885345.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-3623.55000000</valUSD>
        <pctVal>-0.00012008567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10885345.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3623.55000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833777"/>
        </identifiers>
        <balance>433246.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-531.83000000</valUSD>
        <pctVal>-0.00001762502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433246.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-531.83000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756106"/>
        </identifiers>
        <balance>382038.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2913.37000000</valUSD>
        <pctVal>-0.00009655006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382038.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2913.37000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05678934"/>
        </identifiers>
        <balance>30034958.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-857021.10000000</valUSD>
        <pctVal>-0.02840196893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30034958.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21120000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-857021.10000000</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__05698021"/>
        </identifiers>
        <balance>561479.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>868.33000000</valUSD>
        <pctVal>0.000028776749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-561479.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>868.33000000</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__05717563"/>
        </identifiers>
        <balance>7850783.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>12958.08000000</valUSD>
        <pctVal>0.000429435151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7850783.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12958.08000000</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   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUG4"/>
        </identifiers>
        <balance>1018.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-52699.86000000</valUSD>
        <pctVal>-0.00174649117</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>GOLDMAN SACHS</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"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-08</expDate>
            <notionalAmt>138957565.29000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-52699.86000000</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>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1352.35000000</valUSD>
        <pctVal>0.000044817336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1305843.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1352.35000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832287"/>
        </identifiers>
        <balance>274095.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1583.40000000</valUSD>
        <pctVal>-0.00005247441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-274095.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1583.40000000</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>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1908.78000000</valUSD>
        <pctVal>0.000063257614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1150000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>865271.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1908.78000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-848.23000000</valUSD>
        <pctVal>-0.00002811062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382716.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-848.23000000</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="1.33200100"/>
        <valUSD>721.38000000</valUSD>
        <pctVal>0.000023906777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>488709.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>721.38000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05836074"/>
        </identifiers>
        <balance>1061755.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1550.68000000</valUSD>
        <pctVal>-0.00005139005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1061755.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1550.68000000</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__05797807"/>
        </identifiers>
        <balance>15470619.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-6004.13000000</valUSD>
        <pctVal>-0.00019897889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15470619.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6004.13000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685162"/>
        </identifiers>
        <balance>613505.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6789.29000000</valUSD>
        <pctVal>-0.00022499936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-613505.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>442000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6789.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wisdomtree Trust</name>
        <lei>549300SEVJBU47TE8855</lei>
        <title>WISDOMTREE INDIA EARNINGS</title>
        <cusip>97717W422</cusip>
        <identifiers>
          <isin value="US97717W4226"/>
        </identifiers>
        <balance>235748.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7982427.28000000</valUSD>
        <pctVal>0.264540338155</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>2790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>1659.28000000</valUSD>
        <pctVal>0.000054989100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2790000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>734519.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1659.28000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1016.79000000</valUSD>
        <pctVal>0.000033696764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>573991.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1016.79000000</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__05776508"/>
        </identifiers>
        <balance>7605774.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>-6022.16000000</valUSD>
        <pctVal>-0.00019957641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7605774.02000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6022.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05729560"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6724.47000000</valUSD>
        <pctVal>-0.00022285120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7246371.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6724.47000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-43.33000000</valUSD>
        <pctVal>-0.00000143597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>540496.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-43.33000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832365"/>
        </identifiers>
        <balance>609809.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1896.59000000</valUSD>
        <pctVal>-0.00006285363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-609809.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1896.59000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2996.08000000</valUSD>
        <pctVal>0.000099291103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>983825.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2996.08000000</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__05697973"/>
        </identifiers>
        <balance>8552208.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>2621.17000000</valUSD>
        <pctVal>0.000086866459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8552208.84000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2621.17000000</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__05705715"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-10968.07000000</valUSD>
        <pctVal>-0.00036348554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6745020.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10968.07000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3449.95000000</valUSD>
        <pctVal>0.000114332509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>904734.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3449.95000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05736792"/>
        </identifiers>
        <balance>113215140.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2416341.81000000</valUSD>
        <pctVal>-0.08007838431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-113215140.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80200000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2416341.81000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05705791"/>
        </identifiers>
        <balance>21667929.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-359919.03000000</valUSD>
        <pctVal>-0.01192783830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21667929.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1587230000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-359919.03000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678990"/>
        </identifiers>
        <balance>797817.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7164.34000000</valUSD>
        <pctVal>-0.00023742864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-797817.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>576000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7164.34000000</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__05749091"/>
        </identifiers>
        <balance>2262351.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-1124.83000000</valUSD>
        <pctVal>-0.00003727724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2262351.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1124.83000000</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__05836112"/>
        </identifiers>
        <balance>832093.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4686.89000000</valUSD>
        <pctVal>-0.00015532511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-832093.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7120000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4686.89000000</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__05705742"/>
        </identifiers>
        <balance>11775969.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>10855.29000000</valUSD>
        <pctVal>0.000359747979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11775969.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10855.29000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836283"/>
        </identifiers>
        <balance>276803.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-603.13000000</valUSD>
        <pctVal>-0.00001998793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-276803.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-603.13000000</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>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4482.23000000</valUSD>
        <pctVal>0.000148542617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1441190.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4482.23000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685127"/>
        </identifiers>
        <balance>393749.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1168.52000000</valUSD>
        <pctVal>-0.00003872514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393749.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1168.52000000</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__05692080"/>
        </identifiers>
        <balance>2696389.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13661.59000000</valUSD>
        <pctVal>0.000452749710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2696389.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>198550000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13661.59000000</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__05788575"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6432.77000000</valUSD>
        <pctVal>0.000213184172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6648775.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6432.77000000</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__05729546"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4822.71000000</valUSD>
        <pctVal>-0.00015982623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2013903.90000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4822.71000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832347"/>
        </identifiers>
        <balance>525990.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1927.50000000</valUSD>
        <pctVal>-0.00006387800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-525990.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1927.50000000</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__05736749"/>
        </identifiers>
        <balance>7058500.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>10126.84000000</valUSD>
        <pctVal>0.000335606900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7058500.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10126.84000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736821"/>
        </identifiers>
        <balance>291767.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3509.16000000</valUSD>
        <pctVal>-0.00011629474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-291767.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>210000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3509.16000000</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>12150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781353"/>
        <valUSD>-36272.04000000</valUSD>
        <pctVal>-0.00120206766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12150000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2380285.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-36272.04000000</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__05831597"/>
        </identifiers>
        <balance>1122598.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5380.87000000</valUSD>
        <pctVal>-0.00017832385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1122598.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>124000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5380.87000000</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__05765708"/>
        </identifiers>
        <balance>9349591.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-1972.81000000</valUSD>
        <pctVal>-0.00006537959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9349591.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1972.81000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825901"/>
        </identifiers>
        <balance>833804.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-402.14000000</valUSD>
        <pctVal>-0.00001332705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-833804.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62080000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-402.14000000</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>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3085.62000000</valUSD>
        <pctVal>0.000102258489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1052471.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3085.62000000</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__05836181"/>
        </identifiers>
        <balance>737833.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3515.69000000</valUSD>
        <pctVal>-0.00011651115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-737833.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6280000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3515.69000000</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>283830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.27875000"/>
        <valUSD>-2157.56000000</valUSD>
        <pctVal>-0.00007150226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-283830000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>19875632.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2157.56000000</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__05736765"/>
        </identifiers>
        <balance>7152433.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>11073.73000000</valUSD>
        <pctVal>0.000366987155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7152433.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11073.73000000</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__05685020"/>
        </identifiers>
        <balance>7313171.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>4256.51000000</valUSD>
        <pctVal>0.000141062180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7313171.76000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4256.51000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711615"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7588.08000000</valUSD>
        <pctVal>-0.00025147153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9267839.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7588.08000000</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__05684993"/>
        </identifiers>
        <balance>11876765.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>7746.43000000</valUSD>
        <pctVal>0.000256719308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11876765.94000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7746.43000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2320.12000000</valUSD>
        <pctVal>0.000076889561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>974758.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2320.12000000</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__05836116"/>
        </identifiers>
        <balance>1002634.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3239.12000000</valUSD>
        <pctVal>-0.00010734553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1002634.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8600000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3239.12000000</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__05788562"/>
        </identifiers>
        <balance>10442772.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-11183.27000000</valUSD>
        <pctVal>-0.00037061734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10442772.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11183.27000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736836"/>
        </identifiers>
        <balance>396139.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6303.32000000</valUSD>
        <pctVal>-0.00020889415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396139.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6303.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711595"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-7498.18000000</valUSD>
        <pctVal>-0.00024849221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8254182.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7498.18000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05825889"/>
        </identifiers>
        <balance>381834.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>842.21000000</valUSD>
        <pctVal>0.000027911124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381834.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>431000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>842.21000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05832581"/>
        </identifiers>
        <balance>24173175.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>62174.22000000</valUSD>
        <pctVal>0.002060474665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24173175.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>348150000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>62174.22000000</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>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1168.08000000</valUSD>
        <pctVal>0.000038710566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>496663.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1168.08000000</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__05832536"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>208.86000000</valUSD>
        <pctVal>0.000006921690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2213702.89000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>208.86000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788590"/>
        </identifiers>
        <balance>295338.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2101.54000000</valUSD>
        <pctVal>0.000069645745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295338.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>335000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2101.54000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1540.60000000</valUSD>
        <pctVal>0.000051056004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>796094.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1540.60000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-583.93000000</valUSD>
        <pctVal>-0.00001935163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382093.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-583.93000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05836207"/>
        </identifiers>
        <balance>1206164.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5297.33000000</valUSD>
        <pctVal>-0.00017555530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1206164.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10270000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5297.33000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3705.17000000</valUSD>
        <pctVal>0.000122790586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>521722.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3705.17000000</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 Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HIN1 INDEX"/>
        </identifiers>
        <balance>-182.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76585000"/>
        <valUSD>175344.62000000</valUSD>
        <pctVal>0.005810979974</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Hang Seng</indexName>
                <indexIdentifier>HSI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-29</expDate>
            <notionalAmt>-33723893.73000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>175344.62000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05832532"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-142.04000000</valUSD>
        <pctVal>-0.00000470725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2122044.36000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-142.04000000</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__05797808"/>
        </identifiers>
        <balance>14958877.29000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-5474.47000000</valUSD>
        <pctVal>-0.00018142578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14958877.29000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5474.47000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825910"/>
        </identifiers>
        <balance>1223539.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1493.52000000</valUSD>
        <pctVal>-0.00004949575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1223539.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91030000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1493.52000000</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__05765670"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4349.32000000</valUSD>
        <pctVal>-0.00014413793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8537339.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4349.32000000</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 TURKEY ETF</title>
        <cusip>464286715</cusip>
        <identifiers>
          <isin value="US4642867158"/>
        </identifiers>
        <balance>152556.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3214354.92000000</valUSD>
        <pctVal>0.106524808515</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832697"/>
        </identifiers>
        <balance>1131105.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4979.72000000</valUSD>
        <pctVal>-0.00016502960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1131105.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4979.72000000</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>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1203.41000000</valUSD>
        <pctVal>0.000039881414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>766968.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1203.41000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>537.07000000</valUSD>
        <pctVal>0.000017798681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>511047.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>537.07000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736819"/>
        </identifiers>
        <balance>396053.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4844.97000000</valUSD>
        <pctVal>-0.00016056394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396053.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4844.97000000</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>5870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519999"/>
        <valUSD>2604.46000000</valUSD>
        <pctVal>0.000086312684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5870000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>684750.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2604.46000000</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>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4552.81000000</valUSD>
        <pctVal>0.000150881662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1140486.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4552.81000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685092"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2621.87000000</valUSD>
        <pctVal>-0.00008688965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6774238.01000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2621.87000000</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__05736754"/>
        </identifiers>
        <balance>7258708.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>10586.29000000</valUSD>
        <pctVal>0.000350833228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7258708.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10586.29000000</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__05711617"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7056.37000000</valUSD>
        <pctVal>-0.00023385048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9373828.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7056.37000000</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__05831582"/>
        </identifiers>
        <balance>858974.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3041.50000000</valUSD>
        <pctVal>-0.00010079633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-858974.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3041.50000000</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__05836121"/>
        </identifiers>
        <balance>667748.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3034.09000000</valUSD>
        <pctVal>-0.00010055076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667748.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5720000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3034.09000000</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>151390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429722"/>
        <valUSD>8316.81000000</valUSD>
        <pctVal>0.000275621894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-151390000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2074671.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8316.81000000</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__05756103"/>
        </identifiers>
        <balance>383011.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2997.97000000</valUSD>
        <pctVal>-0.00009935373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383011.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2997.97000000</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__05831870"/>
        </identifiers>
        <balance>334466.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1102.93000000</valUSD>
        <pctVal>-0.00003655147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334466.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1102.93000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711660"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5757.94000000</valUSD>
        <pctVal>-0.00019082007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6645980.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5757.94000000</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__05835940"/>
        </identifiers>
        <balance>547857.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>189.94000000</valUSD>
        <pctVal>0.000006294675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-547857.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>189.94000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>4231.85000000</valUSD>
        <pctVal>0.000140244939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>604832.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4231.85000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832679"/>
        </identifiers>
        <balance>929757.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6334.27000000</valUSD>
        <pctVal>-0.00020991984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-929757.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6334.27000000</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>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1696.61000000</valUSD>
        <pctVal>0.000056226228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>759954.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1696.61000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831645"/>
        </identifiers>
        <balance>2171945.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9588.73000000</valUSD>
        <pctVal>-0.00031777375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2171945.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>240000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-9588.73000000</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__05705740"/>
        </identifiers>
        <balance>7050171.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>5942.68000000</valUSD>
        <pctVal>0.000196942423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7050171.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5942.68000000</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>2840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7563.79000000</valUSD>
        <pctVal>0.000250666557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2840000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3079993.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>7563.79000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805856"/>
        </identifiers>
        <balance>781366.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6540.43000000</valUSD>
        <pctVal>0.000216752060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-781366.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>574000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6540.43000000</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__05756052"/>
        </identifiers>
        <balance>2176624.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-2332.21000000</valUSD>
        <pctVal>-0.00007729022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2176624.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2332.21000000</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__05797782"/>
        </identifiers>
        <balance>17389593.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5017.56000000</valUSD>
        <pctVal>-0.00016628363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17389593.63000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5017.56000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833729"/>
        </identifiers>
        <balance>713346.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3102.43000000</valUSD>
        <pctVal>0.000102815578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-713346.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10230000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3102.43000000</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>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92434999"/>
        <valUSD>1692.70000000</valUSD>
        <pctVal>0.000056096650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>683252.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1692.70000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05805732"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-643.28000000</valUSD>
        <pctVal>-0.00002131851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6731778.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-643.28000000</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>KC HRW WHEAT FUT  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWU1 COMDTY"/>
        </identifiers>
        <balance>-337.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-722062.50000000</valUSD>
        <pctVal>-0.02392939531</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>KCBT Hard Red Winter Wheat Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-14</expDate>
            <notionalAmt>-10382087.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-722062.50000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05692036"/>
        </identifiers>
        <balance>10101979.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4945.22000000</valUSD>
        <pctVal>0.000163886262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10101979.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4945.22000000</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__05717567"/>
        </identifiers>
        <balance>11492634.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>16798.86000000</valUSD>
        <pctVal>0.000556719898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11492634.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>16798.86000000</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__05697980"/>
        </identifiers>
        <balance>8037858.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>3079.94000000</valUSD>
        <pctVal>0.000102070252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8037858.95000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3079.94000000</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__05736764"/>
        </identifiers>
        <balance>6951024.81000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>10753.86000000</valUSD>
        <pctVal>0.000356386555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6951024.81000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10753.86000000</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__05685012"/>
        </identifiers>
        <balance>8731734.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>5484.26000000</valUSD>
        <pctVal>0.000181750230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8731734.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5484.26000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05832541"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-563.82000000</valUSD>
        <pctVal>-0.00001868518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7753266.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-563.82000000</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__05697994"/>
        </identifiers>
        <balance>12136413.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>4292.41000000</valUSD>
        <pctVal>0.000142251918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12136413.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4292.41000000</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>1490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>7111.33000000</valUSD>
        <pctVal>0.000235671879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1619054.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7111.33000000</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__05776502"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6250.31000000</valUSD>
        <pctVal>0.000207137386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8016059.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6250.31000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1101.91000000</valUSD>
        <pctVal>0.000036517669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>774374.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1101.91000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833669"/>
        </identifiers>
        <balance>742082.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>979.65000000</valUSD>
        <pctVal>0.000032465932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-742082.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10610000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>979.65000000</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>1003000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199399"/>
        <valUSD>13052.94000000</valUSD>
        <pctVal>0.000432578843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1003000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>1389831.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13052.94000000</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__05705685"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6209.62000000</valUSD>
        <pctVal>-0.00020578890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2189270.02000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6209.62000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831678"/>
        </identifiers>
        <balance>732991.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3196.39000000</valUSD>
        <pctVal>-0.00010592944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732991.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3196.39000000</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__05831918"/>
        </identifiers>
        <balance>1004770.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4680.30000000</valUSD>
        <pctVal>-0.00015510672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1004770.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>111000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4680.30000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05705777"/>
        </identifiers>
        <balance>334836.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4544.40000000</valUSD>
        <pctVal>-0.00015060295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334836.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>372000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4544.40000000</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__05697954"/>
        </identifiers>
        <balance>2352723.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26043.98000000</valUSD>
        <pctVal>0.000863106300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2352723.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>26043.98000000</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__05736760"/>
        </identifiers>
        <balance>6857247.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>9788.90000000</valUSD>
        <pctVal>0.000324407454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6857247.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9788.90000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805844"/>
        </identifiers>
        <balance>392444.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4254.60000000</valUSD>
        <pctVal>0.000140998882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392444.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4254.60000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812379"/>
        </identifiers>
        <balance>146976.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-101.27000000</valUSD>
        <pctVal>-0.00000335612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146976.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-101.27000000</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>423000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577690"/>
        <valUSD>2985.99000000</valUSD>
        <pctVal>0.000098956717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378560.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2985.99000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>1025.86000000</valUSD>
        <pctVal>0.000033997347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>571596.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1025.86000000</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>380000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>-524.69000000</valUSD>
        <pctVal>-0.00001738840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>336870.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-524.69000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831579"/>
        </identifiers>
        <balance>298286.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-962.13000000</valUSD>
        <pctVal>-0.00003188531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-298286.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-962.13000000</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__05705765"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7330.24000000</valUSD>
        <pctVal>-0.00024292663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8458503.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7330.24000000</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>1450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1377.23000000</valUSD>
        <pctVal>0.000045641867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1450000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1089965.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1377.23000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05729565"/>
        </identifiers>
        <balance>55853939.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-659855.83000000</valUSD>
        <pctVal>-0.02186784524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55853939.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6125000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-659855.83000000</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>197890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60314665"/>
        <valUSD>227058.84000000</valUSD>
        <pctVal>0.007524806704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-197890000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>23229107.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>227058.84000000</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>1280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1382.16000000</valUSD>
        <pctVal>0.000045805249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1280000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>962342.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1382.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685045"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2594.54000000</valUSD>
        <pctVal>-0.00008598393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7788898.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2594.54000000</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>429000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578299"/>
        <valUSD>2982.65000000</valUSD>
        <pctVal>0.000098846029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383884.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2982.65000000</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__05705751"/>
        </identifiers>
        <balance>8249651.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>8028.02000000</valUSD>
        <pctVal>0.000266051296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8249651.82000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8028.02000000</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__05812293"/>
        </identifiers>
        <balance>10771370.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>5713.76000000</valUSD>
        <pctVal>0.000189355937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10771370.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1060000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5713.76000000</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-BTP Future   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUC3"/>
        </identifiers>
        <balance>2503.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1942915.30000000</valUSD>
        <pctVal>0.064388869756</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>GOLDMAN SACHS</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"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-08</expDate>
            <notionalAmt>451954442.96000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>1942915.30000000</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__05797781"/>
        </identifiers>
        <balance>10375597.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-3327.06000000</valUSD>
        <pctVal>-0.00011025989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10375597.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3327.06000000</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>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>381.49000000</valUSD>
        <pctVal>0.000012642707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1090000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>762019.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>381.49000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3137.00000000</valUSD>
        <pctVal>0.000103961240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>814517.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3137.00000000</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__05776514"/>
        </identifiers>
        <balance>13295300.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>-14750.13000000</valUSD>
        <pctVal>-0.00048882429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13295300.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1290000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14750.13000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831885"/>
        </identifiers>
        <balance>678561.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2824.54000000</valUSD>
        <pctVal>-0.00009360621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-678561.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2824.54000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776595"/>
        </identifiers>
        <balance>379663.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2126.14000000</valUSD>
        <pctVal>0.000070460998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379663.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2126.14000000</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__05749134"/>
        </identifiers>
        <balance>6656484.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>4529.50000000</valUSD>
        <pctVal>0.000150109160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6656484.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4529.50000000</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__05705782"/>
        </identifiers>
        <balance>83622613.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2885422.56000000</valUSD>
        <pctVal>-0.09562387892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83622613.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>690350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2885422.56000000</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__05698000"/>
        </identifiers>
        <balance>6555302.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>4499.03000000</valUSD>
        <pctVal>0.000149099374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6555302.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4499.03000000</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__05776584"/>
        </identifiers>
        <balance>95373.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>518.01000000</valUSD>
        <pctVal>0.000017167026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95373.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>518.01000000</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__05711599"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7268.35000000</valUSD>
        <pctVal>-0.00024087557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7647491.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7268.35000000</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__05805743"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5088.60000000</valUSD>
        <pctVal>-0.00016863792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6897690.16000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5088.60000000</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__05685027"/>
        </identifiers>
        <balance>6800314.41000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>4541.81000000</valUSD>
        <pctVal>0.000150517118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6800314.41000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4541.81000000</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__05797770"/>
        </identifiers>
        <balance>10579100.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-3399.35000000</valUSD>
        <pctVal>-0.00011265560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10579100.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3399.35000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832739"/>
        </identifiers>
        <balance>188227.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-539.95000000</valUSD>
        <pctVal>-0.00001789412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-188227.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>250000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-539.95000000</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>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-1550.50000000</valUSD>
        <pctVal>-0.00005138409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1560000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1686121.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1550.50000000</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__05711638"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5037.76000000</valUSD>
        <pctVal>-0.00016695306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7463679.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5037.76000000</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>39000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197879"/>
        <valUSD>-822.53000000</valUSD>
        <pctVal>-0.00002725892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>52711.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-822.53000000</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>5780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1157.36000000</valUSD>
        <pctVal>0.000038355301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5780000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>677010.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1157.36000000</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__05812309"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2223.74000000</valUSD>
        <pctVal>-0.00007369549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6777642.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2223.74000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05736810"/>
        </identifiers>
        <balance>1447542.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31597.66000000</valUSD>
        <pctVal>-0.00104715713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1447542.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5390000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-31597.66000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685071"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4389.69000000</valUSD>
        <pctVal>-0.00014547581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7063450.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4389.69000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812311"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2393.56000000</valUSD>
        <pctVal>-0.00007932338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6674747.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2393.56000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05836351"/>
        </identifiers>
        <balance>1659624.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1883.80000000</valUSD>
        <pctVal>-0.00006242976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1659624.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1883.80000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-1367.76000000</valUSD>
        <pctVal>-0.00004532802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383085.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1367.76000000</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__05788572"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8688.53000000</valUSD>
        <pctVal>0.000287940820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8291145.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8688.53000000</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>9900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781353"/>
        <valUSD>-27790.36000000</valUSD>
        <pctVal>-0.00092098192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9900000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1941256.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-27790.36000000</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__05685055"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5702.15000000</valUSD>
        <pctVal>-0.00018897117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11414261.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5702.15000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2854.07000000</valUSD>
        <pctVal>0.000094584844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382867.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2854.07000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05788571"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>9754.80000000</valUSD>
        <pctVal>0.000323277369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9314689.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9754.80000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3679.53000000</valUSD>
        <pctVal>0.000121940867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>952400.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3679.53000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1351.40000000</valUSD>
        <pctVal>-0.00004478585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382213.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1351.40000000</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__05835840"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-1451.81000000</valUSD>
        <pctVal>-0.00004811347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7238405.98000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1451.81000000</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>146060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429739"/>
        <valUSD>25383.22000000</valUSD>
        <pctVal>0.000841208490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-146060000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2018987.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>25383.22000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788514"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2606.34000000</valUSD>
        <pctVal>0.000086374988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2177667.84000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2606.34000000</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>144940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429745"/>
        <valUSD>21561.65000000</valUSD>
        <pctVal>0.000714560368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144940000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1999878.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21561.65000000</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__05836123"/>
        </identifiers>
        <balance>394534.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1749.11000000</valUSD>
        <pctVal>-0.00005796609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394534.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3380000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1749.11000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1193.41000000</valUSD>
        <pctVal>-0.00003955001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382371.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1193.41000000</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>5710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>31287.43000000</valUSD>
        <pctVal>0.001036876005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6802779.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>31287.43000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05724104"/>
        </identifiers>
        <balance>48547574.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1425291.79000000</valUSD>
        <pctVal>-0.04723465167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48547574.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67440000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1425291.79000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11114.76000000</valUSD>
        <pctVal>-0.00036834690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389702.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11114.76000000</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__05692049"/>
        </identifiers>
        <balance>13489.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-170.98000000</valUSD>
        <pctVal>-0.00000566633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13489.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-170.98000000</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__05818315"/>
        </identifiers>
        <balance>30594080.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400044.24000000</valUSD>
        <pctVal>-0.01325760133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30594080.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>259800000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-400044.24000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1250.60000000</valUSD>
        <pctVal>-0.00004144530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382314.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1250.60000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805787"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1068.48000000</valUSD>
        <pctVal>-0.00003540978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6888963.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1068.48000000</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>423680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>177536.90000000</valUSD>
        <pctVal>0.005883632874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423680000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>49727378.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>177536.90000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685131"/>
        </identifiers>
        <balance>1378.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5.49000000</valUSD>
        <pctVal>-0.00000018194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1378.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5.49000000</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>1440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>7473.36000000</valUSD>
        <pctVal>0.000247669676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1440000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1996761.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7473.36000000</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>7300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214995"/>
        <valUSD>1174.37000000</valUSD>
        <pctVal>0.000038919018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7300000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>854760.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1174.37000000</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__05831756"/>
        </identifiers>
        <balance>1184930.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4644.07000000</valUSD>
        <pctVal>-0.00015390604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1184930.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4644.07000000</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__05765698"/>
        </identifiers>
        <balance>7028369.67000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-3371.45000000</valUSD>
        <pctVal>-0.00011173099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7028369.67000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3371.45000000</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__05724081"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-9781.69000000</valUSD>
        <pctVal>-0.00032416851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6959389.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9781.69000000</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>1170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>5542.63000000</valUSD>
        <pctVal>0.000183684631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1271296.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5542.63000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776566"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7537.52000000</valUSD>
        <pctVal>0.000249795960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7875533.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7537.52000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-1531.21000000</valUSD>
        <pctVal>-0.00005074481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>606381.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1531.21000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812383"/>
        </identifiers>
        <balance>148453.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-206.22000000</valUSD>
        <pctVal>-0.00000683420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-148453.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-206.22000000</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>91650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982637"/>
        <valUSD>22027.14000000</valUSD>
        <pctVal>0.000729986864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91650000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1252396.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>22027.14000000</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__05756082"/>
        </identifiers>
        <balance>8605641.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>1986.13000000</valUSD>
        <pctVal>0.000065821019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8605641.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1986.13000000</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 TAIWAN ETF</title>
        <cusip>46434G772</cusip>
        <identifiers>
          <isin value="US46434G7723"/>
        </identifiers>
        <balance>132963.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8502983.85000000</valUSD>
        <pctVal>0.281791758835</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>26430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117006"/>
        <valUSD>-11895.62000000</valUSD>
        <pctVal>-0.00039422486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26430000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>18455511.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11895.62000000</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__05812314"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3679.93000000</valUSD>
        <pctVal>-0.00012195412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10112798.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3679.93000000</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>4800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>17999.22000000</valUSD>
        <pctVal>0.000596500234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4800000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>6648960.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>17999.22000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756115"/>
        </identifiers>
        <balance>383021.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3008.26000000</valUSD>
        <pctVal>-0.00009969475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383021.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3008.26000000</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   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TPU1 INDEX"/>
        </identifiers>
        <balance>-341.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000000"/>
        <valUSD>86537.68000000</valUSD>
        <pctVal>0.002867887965</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>2021-09-09</expDate>
            <notionalAmt>-60044749.10000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>86537.68000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>608.25000000</valUSD>
        <pctVal>0.000020157610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>586193.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>608.25000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05678943"/>
        </identifiers>
        <balance>374376.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6792.89000000</valUSD>
        <pctVal>-0.00022511867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-374376.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>414000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6792.89000000</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>1480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4742.82000000</valUSD>
        <pctVal>0.000157178657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1480000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1605867.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4742.82000000</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__05724060"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4501.40000000</valUSD>
        <pctVal>-0.00014917791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2331256.72000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4501.40000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835822"/>
        </identifiers>
        <balance>1081264.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1798.01000000</valUSD>
        <pctVal>0.000059586659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1081264.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1550000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1798.01000000</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>1770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1805.73000000</valUSD>
        <pctVal>-0.00005984250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1327022.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1805.73000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831606"/>
        </identifiers>
        <balance>1321685.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6251.78000000</valUSD>
        <pctVal>-0.00020718610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1321685.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6251.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812297"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2159.50000000</valUSD>
        <pctVal>-0.00007156655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7386847.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2159.50000000</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__05749167"/>
        </identifiers>
        <balance>10733.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79.03000000</valUSD>
        <pctVal>-0.00000261908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10733.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-79.03000000</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>562000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199429"/>
        <valUSD>-12017.07000000</valUSD>
        <pctVal>-0.00039824976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-562000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>759418.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12017.07000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05729552"/>
        </identifiers>
        <balance>36902324.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-922851.37000000</valUSD>
        <pctVal>-0.03058360632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36902324.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47920000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-922851.37000000</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__05797767"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1127.13000000</valUSD>
        <pctVal>0.000037353469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7155333.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1127.13000000</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__05711670"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6129.94000000</valUSD>
        <pctVal>-0.00020314828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7657225.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6129.94000000</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>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>5069.60000000</valUSD>
        <pctVal>0.000168008257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1202829.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5069.60000000</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__05831657"/>
        </identifiers>
        <balance>2615147.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11309.77000000</valUSD>
        <pctVal>-0.00037480960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2615147.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11309.77000000</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>6390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>1933.19000000</valUSD>
        <pctVal>0.000064066570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6390000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>749113.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1933.19000000</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__05805765"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3076.45000000</valUSD>
        <pctVal>-0.00010195459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9509302.26000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3076.45000000</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>152820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429739"/>
        <valUSD>23391.64000000</valUSD>
        <pctVal>0.000775206856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152820000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2109264.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>23391.64000000</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>1430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>5896.88000000</valUSD>
        <pctVal>0.000195424596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1552929.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5896.88000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3134.40000000</valUSD>
        <pctVal>0.000103875075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>809546.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3134.40000000</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>108000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198257"/>
        <valUSD>428.98000000</valUSD>
        <pctVal>0.000014216542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-108000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>148676.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>428.98000000</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>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-1756.19000000</valUSD>
        <pctVal>-0.00005820073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>846180.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1756.19000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833660"/>
        </identifiers>
        <balance>712815.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>132.29000000</valUSD>
        <pctVal>0.000004384135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-712815.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10180000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>132.29000000</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>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92434999"/>
        <valUSD>1107.62000000</valUSD>
        <pctVal>0.000036706901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>758396.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1107.62000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-659.45000000</valUSD>
        <pctVal>-0.00002185439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382017.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-659.45000000</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>152490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>640115.37000000</valUSD>
        <pctVal>0.021213639723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152490000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>18473988.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>640115.37000000</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__05832548"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>-727.51000000</valUSD>
        <pctVal>-0.00002410992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7040386.71000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-727.51000000</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>20600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049998"/>
        <valUSD>4540.71000000</valUSD>
        <pctVal>0.000150480664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20600000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1039170.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4540.71000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831708"/>
        </identifiers>
        <balance>1384364.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5862.25000000</valUSD>
        <pctVal>-0.00019427694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1384364.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>153000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5862.25000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05717593"/>
        </identifiers>
        <balance>25109.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-248.71000000</valUSD>
        <pctVal>-0.00000824233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25109.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-248.71000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-352.93000000</valUSD>
        <pctVal>-0.00001169621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>540187.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-352.93000000</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>228670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>1103272.11000000</valUSD>
        <pctVal>0.036562810636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-228670000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>27679370.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1103272.11000000</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__05756075"/>
        </identifiers>
        <balance>10826165.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>3297.57000000</valUSD>
        <pctVal>0.000109282584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10826165.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3297.57000000</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>15450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049992"/>
        <valUSD>2561.16000000</valUSD>
        <pctVal>0.000084877708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15450000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>778533.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2561.16000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>3389.86000000</valUSD>
        <pctVal>0.000112341106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>566452.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3389.86000000</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__05805752"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4170.51000000</valUSD>
        <pctVal>-0.00013821211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6905589.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4170.51000000</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__05805719"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>533.63000000</valUSD>
        <pctVal>0.000017684678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2214939.16000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>533.63000000</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>58990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72379017"/>
        <valUSD>-79347.32000000</valUSD>
        <pctVal>-0.00262959700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58990000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>81422174.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-79347.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05835848"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-2061.85000000</valUSD>
        <pctVal>-0.00006833040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7491525.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-2061.85000000</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__05698001"/>
        </identifiers>
        <balance>8978304.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>5858.04000000</valUSD>
        <pctVal>0.000194137425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8978304.87000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5858.04000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711659"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5837.30000000</valUSD>
        <pctVal>-0.00019345009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6848186.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5837.30000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05705769"/>
        </identifiers>
        <balance>12272956.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50649.67000000</valUSD>
        <pctVal>-0.00167854718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12272956.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39820000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-50649.67000000</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__05711594"/>
        </identifiers>
        <balance>6637623.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>11586.00000000</valUSD>
        <pctVal>0.000383963956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6637623.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11586.00000000</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>126000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580903"/>
        <valUSD>873.00000000</valUSD>
        <pctVal>0.000028931515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-126000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>112746.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>873.00000000</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__05797780"/>
        </identifiers>
        <balance>10884823.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>-3562.48000000</valUSD>
        <pctVal>-0.00011806179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10884823.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3562.48000000</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>LIVE CATTLE FUTR  Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCQ1 COMDTY"/>
        </identifiers>
        <balance>300.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>137730.00000000</valUSD>
        <pctVal>0.004564418753</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>GOLDMAN SACHS</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>2021-08-31</expDate>
            <notionalAmt>14589270.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>137730.00000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832751"/>
        </identifiers>
        <balance>2492264.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7281.38000000</valUSD>
        <pctVal>-0.00024130739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2492264.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3310000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-7281.38000000</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>8880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-11522.37000000</valUSD>
        <pctVal>-0.00038185523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8880000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>9595228.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-11522.37000000</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__05833336"/>
        </identifiers>
        <balance>782443.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2682.35000000</valUSD>
        <pctVal>-0.00008889398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-782443.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6710000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2682.35000000</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__05749107"/>
        </identifiers>
        <balance>7668123.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>10459.22000000</valUSD>
        <pctVal>0.000346622086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7668123.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10459.22000000</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__05836199"/>
        </identifiers>
        <balance>1635258.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8766.99000000</valUSD>
        <pctVal>-0.00029054101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1635258.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13910000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-8766.99000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832434"/>
        </identifiers>
        <balance>985420.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-183.29000000</valUSD>
        <pctVal>-0.00000607429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-985420.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-183.29000000</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>10930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>-37499.57000000</valUSD>
        <pctVal>-0.00124274842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10930000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>8789049.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-37499.57000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>4394.36000000</valUSD>
        <pctVal>0.000145630575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1178627.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>4394.36000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05697955"/>
        </identifiers>
        <balance>2199028.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26590.72000000</valUSD>
        <pctVal>0.000881225448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2199028.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11190000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>26590.72000000</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__05797819"/>
        </identifiers>
        <balance>20422860.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-3846.59000000</valUSD>
        <pctVal>-0.00012747729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20422860.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3846.59000000</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__05756071"/>
        </identifiers>
        <balance>7589231.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>7764.27000000</valUSD>
        <pctVal>0.000257310532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7589231.25000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7764.27000000</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>74320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982638"/>
        <valUSD>18292.45000000</valUSD>
        <pctVal>0.000606217975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-74320000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1016012.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>18292.45000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832736"/>
        </identifiers>
        <balance>1121120.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2502.92000000</valUSD>
        <pctVal>-0.00008294761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1121120.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1490000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2502.92000000</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__05684994"/>
        </identifiers>
        <balance>17559872.47000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>11628.39000000</valUSD>
        <pctVal>0.000385368775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17559872.47000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11628.39000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>642.26000000</valUSD>
        <pctVal>0.000021284713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>548689.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>642.26000000</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>80410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>300631.61000000</valUSD>
        <pctVal>0.009963033170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>95697669.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>300631.61000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788591"/>
        </identifiers>
        <balance>405534.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2891.41000000</valUSD>
        <pctVal>0.000095822304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405534.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2891.41000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832823"/>
        </identifiers>
        <balance>759550.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1292.61000000</valUSD>
        <pctVal>-0.00004283753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-759550.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1292.61000000</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__05678902"/>
        </identifiers>
        <balance>7013992.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434819"/>
        <valUSD>3435.70000000</valUSD>
        <pctVal>0.000113860259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7013992.83000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3435.70000000</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__05836155"/>
        </identifiers>
        <balance>860005.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1061.74000000</valUSD>
        <pctVal>-0.00003518642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860005.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3270000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1061.74000000</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="NZD" exchangeRt="1.43112701"/>
        <valUSD>556.10000000</valUSD>
        <pctVal>0.000018429341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>468718.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>556.10000000</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__05776515"/>
        </identifiers>
        <balance>11850946.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-12980.50000000</valUSD>
        <pctVal>-0.00043017815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11850946.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12980.50000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05833330"/>
        </identifiers>
        <balance>87444749.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-334888.75000000</valUSD>
        <pctVal>-0.01109832636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87444749.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80520000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-334888.75000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685146"/>
        </identifiers>
        <balance>786738.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4321.85000000</valUSD>
        <pctVal>-0.00014322756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-786738.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>570000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4321.85000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05832570"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>1519.26000000</valUSD>
        <pctVal>0.000050348789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6811812.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1519.26000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-818.86000000</valUSD>
        <pctVal>-0.00002713729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381858.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-818.86000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05705767"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6189.40000000</valUSD>
        <pctVal>-0.00020511880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7453832.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6189.40000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3160.80000000</valUSD>
        <pctVal>0.000104749980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>506260.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3160.80000000</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__05832563"/>
        </identifiers>
        <balance>8024267.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836586"/>
        <valUSD>-905.56000000</valUSD>
        <pctVal>-0.00003001056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8024267.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-905.56000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805861"/>
        </identifiers>
        <balance>390172.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2409.02000000</valUSD>
        <pctVal>0.000079835737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390172.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2409.02000000</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>155330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429720"/>
        <valUSD>18492.12000000</valUSD>
        <pctVal>0.000612835107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-155330000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2138624.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18492.12000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-582.91000000</valUSD>
        <pctVal>-0.00001931783</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382094.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-582.91000000</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__05765648"/>
        </identifiers>
        <balance>2811640.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664529"/>
        <valUSD>-3056.42000000</valUSD>
        <pctVal>-0.00010129079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2811640.48000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3056.42000000</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__05697986"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3419.15000000</valUSD>
        <pctVal>-0.00011331178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8187617.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3419.15000000</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__05736767"/>
        </identifiers>
        <balance>7860724.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>11802.72000000</valUSD>
        <pctVal>0.000391146130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7860724.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11802.72000000</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>18130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050005"/>
        <valUSD>3211.71000000</valUSD>
        <pctVal>0.000106437154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18130000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>913786.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3211.71000000</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>50210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>1777326.07000000</valUSD>
        <pctVal>0.058901186703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50210000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>71144005.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1777326.07000000</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__05756100"/>
        </identifiers>
        <balance>382996.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2983.23000000</valUSD>
        <pctVal>-0.00009886525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382996.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2983.23000000</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  Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGZ21 COMDTY"/>
        </identifiers>
        <balance>32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18620.00000000</valUSD>
        <pctVal>-0.00061707309</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>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-11-26</expDate>
            <notionalAmt>1216380.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18620.00000000</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>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>4132.13000000</valUSD>
        <pctVal>0.000136940184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>966970.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4132.13000000</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>312000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199580"/>
        <valUSD>-14180.56000000</valUSD>
        <pctVal>-0.00046994855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>414089.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14180.56000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>924.60000000</valUSD>
        <pctVal>0.000030641556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>483062.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>924.60000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05776489"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-962.15000000</valUSD>
        <pctVal>-0.00003188597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6729034.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-962.15000000</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__05756088"/>
        </identifiers>
        <balance>8003806.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>1188.48000000</valUSD>
        <pctVal>0.000039386628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8003806.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1188.48000000</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__05776576"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>10148.70000000</valUSD>
        <pctVal>0.000336331348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9013729.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10148.70000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05776493"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-458.12000000</valUSD>
        <pctVal>-0.00001518225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6733371.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-458.12000000</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>291000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199422"/>
        <valUSD>-5274.27000000</valUSD>
        <pctVal>-0.00017479109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-291000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394170.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5274.27000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05717590"/>
        </identifiers>
        <balance>2573298.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13427.73000000</valUSD>
        <pctVal>-0.00044499951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2573298.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8340000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13427.73000000</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__05812286"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3734.47000000</valUSD>
        <pctVal>-0.00012376159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7215583.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3734.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05724092"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-8354.63000000</valUSD>
        <pctVal>-0.00027687526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7942531.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8354.63000000</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>6090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214994"/>
        <valUSD>2097.79000000</valUSD>
        <pctVal>0.000069521469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6090000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>714199.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2097.79000000</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__05749123"/>
        </identifiers>
        <balance>7168860.77000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058228"/>
        <valUSD>3925.61000000</valUSD>
        <pctVal>0.000130096042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7168860.77000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3925.61000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05678898"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-8882.75000000</valUSD>
        <pctVal>-0.00029437733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8192090.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8882.75000000</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>1020280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-927424.19000000</valUSD>
        <pctVal>-0.03073515113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020280000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>118395443.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-927424.19000000</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>295000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198340"/>
        <valUSD>-13719.45000000</valUSD>
        <pctVal>-0.00045466721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>391215.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-13719.45000000</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__05797813"/>
        </identifiers>
        <balance>9962217.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-2437.17000000</valUSD>
        <pctVal>-0.00008076863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9962217.44000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2437.17000000</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>7070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215003"/>
        <valUSD>2775.84000000</valUSD>
        <pctVal>0.000091992275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7070000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>829468.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2775.84000000</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__05812347"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2237.41000000</valUSD>
        <pctVal>-0.00007414852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6676082.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2237.41000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>404.85000000</valUSD>
        <pctVal>0.000013416865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>608512.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>404.85000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05765678"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1006.41000000</valUSD>
        <pctVal>0.000033352767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6703819.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1006.41000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-5942.49000000</valUSD>
        <pctVal>-0.00019693612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389383.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5942.49000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1211.64000000</valUSD>
        <pctVal>0.000040154159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>624334.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1211.64000000</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__05797816"/>
        </identifiers>
        <balance>16054951.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-3159.51000000</valUSD>
        <pctVal>-0.00010470722</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16054951.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3159.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05797801"/>
        </identifiers>
        <balance>12113967.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-4946.38000000</valUSD>
        <pctVal>-0.00016392470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12113967.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4946.38000000</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>2390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>7885.59000000</valUSD>
        <pctVal>0.000261331117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>2842188.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>7885.59000000</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>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-690.17000000</valUSD>
        <pctVal>-0.00002287246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-690.17000000</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__05812351"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3135.70000000</valUSD>
        <pctVal>-0.00010391815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7175615.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3135.70000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-265.20000000</valUSD>
        <pctVal>-0.00000878881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>795530.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-265.20000000</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__05684988"/>
        </identifiers>
        <balance>9556130.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>4583.39000000</valUSD>
        <pctVal>0.000151895093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9556130.24000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4583.39000000</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__05805779"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2398.03000000</valUSD>
        <pctVal>-0.00007947152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6674709.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2398.03000000</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>13180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050004"/>
        <valUSD>3506.07000000</valUSD>
        <pctVal>0.000116192344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13180000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>665468.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3506.07000000</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>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2533.61000000</valUSD>
        <pctVal>0.000083964691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>775806.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2533.61000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836022"/>
        </identifiers>
        <balance>1954686.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-394.64000000</valUSD>
        <pctVal>-0.00001307850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1954686.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2420000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-394.64000000</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__05717561"/>
        </identifiers>
        <balance>7043294.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>11894.10000000</valUSD>
        <pctVal>0.000394174494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7043294.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11894.10000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>835.04000000</valUSD>
        <pctVal>0.000027673507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>653987.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>835.04000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685070"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3834.68000000</valUSD>
        <pctVal>-0.00012708259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6763867.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3834.68000000</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__05678959"/>
        </identifiers>
        <balance>63718800.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2020078.72000000</valUSD>
        <pctVal>-0.06694609157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63718800.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>527560000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2020078.72000000</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__05705718"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-11565.61000000</valUSD>
        <pctVal>-0.00038328822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7148201.19000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11565.61000000</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__05685015"/>
        </identifiers>
        <balance>6907006.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>4005.81000000</valUSD>
        <pctVal>0.000132753897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6907006.84000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4005.81000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685049"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2871.85000000</valUSD>
        <pctVal>-0.00009517407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7989412.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2871.85000000</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__05797811"/>
        </identifiers>
        <balance>10575378.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-2964.04000000</valUSD>
        <pctVal>-0.00009822928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10575378.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2964.04000000</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>418000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577676"/>
        <valUSD>5184.24000000</valUSD>
        <pctVal>0.000171807465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376318.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5184.24000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835791"/>
        </identifiers>
        <balance>670588.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>211.21000000</valUSD>
        <pctVal>0.000006999570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670588.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>211.21000000</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__05776565"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6176.16000000</valUSD>
        <pctVal>0.000204680029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6849466.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6176.16000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711662"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7595.25000000</valUSD>
        <pctVal>-0.00025170915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8557680.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7595.25000000</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>110920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>74415.24000000</valUSD>
        <pctVal>0.002466146206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-110920000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>13046631.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>74415.24000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805841"/>
        </identifiers>
        <balance>171456.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1498.73000000</valUSD>
        <pctVal>0.000049668418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-171456.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1498.73000000</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__05836133"/>
        </identifiers>
        <balance>693765.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4647.03000000</valUSD>
        <pctVal>-0.00015400414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693765.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5930000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4647.03000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812330"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3623.68000000</valUSD>
        <pctVal>-0.00012008998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>10113279.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3623.68000000</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>93250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34426333"/>
        <valUSD>-66539.25000000</valUSD>
        <pctVal>-0.00220513323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93250000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>69302309.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-66539.25000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>944.83000000</valUSD>
        <pctVal>0.000031311985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676620.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>944.83000000</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__05749089"/>
        </identifiers>
        <balance>2171356.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-948.31000000</valUSD>
        <pctVal>-0.00003142731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2171356.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-948.31000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>-504.01000000</valUSD>
        <pctVal>-0.00001670306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>628371.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-504.01000000</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__05833693"/>
        </identifiers>
        <balance>880568.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2562.39000000</valUSD>
        <pctVal>0.000084918470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880568.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12610000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2562.39000000</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__05797773"/>
        </identifiers>
        <balance>12924609.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4841.19000000</valUSD>
        <pctVal>-0.00016043867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12924609.66000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1270000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4841.19000000</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__05724065"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4500.86000000</valUSD>
        <pctVal>-0.00014916002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2331258.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4500.86000000</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__05692032"/>
        </identifiers>
        <balance>7572666.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>4155.46000000</valUSD>
        <pctVal>0.000137713348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7572666.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4155.46000000</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>114000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576665"/>
        <valUSD>-158.21000000</valUSD>
        <pctVal>-0.00000524313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>101060.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-158.21000000</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__05836157"/>
        </identifiers>
        <balance>720559.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-832.80000000</valUSD>
        <pctVal>-0.00002759927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720559.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2740000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-832.80000000</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__05776533"/>
        </identifiers>
        <balance>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>9683.89000000</valUSD>
        <pctVal>0.000320927387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>13473230.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9683.89000000</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__05825876"/>
        </identifiers>
        <balance>7491907.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836586"/>
        <valUSD>2017.18000000</valUSD>
        <pctVal>0.000066850027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7491907.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2017.18000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765711"/>
        </identifiers>
        <balance>13933822.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-4231.41000000</valUSD>
        <pctVal>-0.00014023035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13933822.01000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1370000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4231.41000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835808"/>
        </identifiers>
        <balance>1838554.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-841.58000000</valUSD>
        <pctVal>-0.00002789024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1838554.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2630000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-841.58000000</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__05788559"/>
        </identifiers>
        <balance>8276068.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-6925.22000000</valUSD>
        <pctVal>-0.00022950413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8276068.08000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6925.22000000</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__05724089"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6206.39000000</valUSD>
        <pctVal>-0.00020568186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6946473.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6206.39000000</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>6810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>27576.48000000</valUSD>
        <pctVal>0.000913893868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8103559.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>27576.48000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812373"/>
        </identifiers>
        <balance>836808.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>514.61000000</valUSD>
        <pctVal>0.000017054349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-836808.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>610000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>514.61000000</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   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GDWC3883"/>
        </identifiers>
        <balance>57.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>94616.00000000</valUSD>
        <pctVal>0.003135606220</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Zinc Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-13</expDate>
            <notionalAmt>4147609.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>94616.00000000</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>133000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27575075"/>
        <valUSD>1644.14000000</valUSD>
        <pctVal>0.000054487355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-133000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>119732.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1644.14000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805857"/>
        </identifiers>
        <balance>390631.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3322.33000000</valUSD>
        <pctVal>0.000110103139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390631.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3322.33000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-37.00000000</valUSD>
        <pctVal>-0.00000122619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>517038.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-37.00000000</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__05836130"/>
        </identifiers>
        <balance>855100.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4451.78000000</valUSD>
        <pctVal>-0.00014753349</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-855100.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7320000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4451.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711646"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5313.22000000</valUSD>
        <pctVal>-0.00017608190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7156995.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5313.22000000</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>201000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199504"/>
        <valUSD>859.34000000</valUSD>
        <pctVal>0.000028478818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-201000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>276764.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>859.34000000</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__05736802"/>
        </identifiers>
        <balance>381818.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3580.55000000</valUSD>
        <pctVal>-0.00011866063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381818.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>426000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3580.55000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1099.98000000</valUSD>
        <pctVal>-0.00003645370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382465.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1099.98000000</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>107240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-115043.43000000</valUSD>
        <pctVal>-0.00381257815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-107240000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>127112644.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-115043.43000000</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__05831603"/>
        </identifiers>
        <balance>1964654.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9523.24000000</valUSD>
        <pctVal>-0.00031560339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1964654.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>217000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-9523.24000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05717539"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7028.71000000</valUSD>
        <pctVal>-0.00023293382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2005506.45000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7028.71000000</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>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1486.61000000</valUSD>
        <pctVal>0.000049266757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1631597.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1486.61000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833750"/>
        </identifiers>
        <balance>93457.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>388.33000000</valUSD>
        <pctVal>0.000012869387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93457.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1340000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>388.33000000</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__05825859"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-793.37000000</valUSD>
        <pctVal>-0.00002629254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2209887.75000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-793.37000000</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__05705716"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-12352.71000000</valUSD>
        <pctVal>-0.00040937298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7651831.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12352.71000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812344"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2476.53000000</valUSD>
        <pctVal>-0.00008207304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6674038.14000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2476.53000000</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>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2167.68000000</valUSD>
        <pctVal>0.000071837647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1839496.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2167.68000000</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="EUR" exchangeRt="0.84324100"/>
        <valUSD>1669.41000000</valUSD>
        <pctVal>0.000055324811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>784363.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1669.41000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05788508"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4396.13000000</valUSD>
        <pctVal>0.000145689234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2184480.96000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4396.13000000</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>132160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429737"/>
        <valUSD>-4474.98000000</valUSD>
        <pctVal>-0.00014830234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-132160000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1799405.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4474.98000000</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__05832549"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-520.64000000</valUSD>
        <pctVal>-0.00001725418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7450667.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-520.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805759"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2248.21000000</valUSD>
        <pctVal>-0.00007450643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9516384.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2248.21000000</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__05832576"/>
        </identifiers>
        <balance>7275505.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47917.69000000</valUSD>
        <pctVal>-0.00158800844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7275505.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62180000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-47917.69000000</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>333290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>1426190.86000000</valUSD>
        <pctVal>0.047264447159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-333290000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>40161257.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1426190.86000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805776"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-2794.20000000</valUSD>
        <pctVal>-0.00009260073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7482862.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2794.20000000</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__05736716"/>
        </identifiers>
        <balance>2113138.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>2481.51000000</valUSD>
        <pctVal>0.000082238080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2113138.80000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2481.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05685004"/>
        </identifiers>
        <balance>8625517.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>5965.01000000</valUSD>
        <pctVal>0.000197682447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8625517.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5965.01000000</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__05831945"/>
        </identifiers>
        <balance>859510.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3577.74000000</valUSD>
        <pctVal>-0.00011856751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-859510.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3577.74000000</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>2260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5717.43000000</valUSD>
        <pctVal>0.000189477562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2260000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3127794.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5717.43000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2309.55000000</valUSD>
        <pctVal>0.000076539267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>915453.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2309.55000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805860"/>
        </identifiers>
        <balance>275238.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2039.41000000</valUSD>
        <pctVal>0.000067586736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-275238.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>202000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2039.41000000</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__05692037"/>
        </identifiers>
        <balance>7474944.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>3720.22000000</valUSD>
        <pctVal>0.000123289348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7474944.98000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3720.22000000</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>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>5913.42000000</valUSD>
        <pctVal>0.000195972737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1553137.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5913.42000000</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>50000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797846"/>
        <valUSD>81.32000000</valUSD>
        <pctVal>0.000002694972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>15428.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>81.32000000</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>2300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-2944.38000000</valUSD>
        <pctVal>-0.00009757774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>3174391.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2944.38000000</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__05832565"/>
        </identifiers>
        <balance>8228293.47000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836583"/>
        <valUSD>-1031.49000000</valUSD>
        <pctVal>-0.00003418392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8228293.47000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-1031.49000000</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>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1144.73000000</valUSD>
        <pctVal>0.000037936739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1479296.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1144.73000000</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>453000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199591"/>
        <valUSD>-58.04000000</valUSD>
        <pctVal>-0.00000192346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-453000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>621757.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-58.04000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833702"/>
        </identifiers>
        <balance>679735.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2396.90000000</valUSD>
        <pctVal>0.000079434076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-679735.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9740000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2396.90000000</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__05711580"/>
        </identifiers>
        <balance>10768203.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>17945.57000000</valUSD>
        <pctVal>0.000594722255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10768203.94000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>17945.57000000</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__05765718"/>
        </identifiers>
        <balance>9961515.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-2355.11000000</valUSD>
        <pctVal>-0.00007804914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9961515.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2355.11000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>935.99000000</valUSD>
        <pctVal>0.000031019024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>629811.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>935.99000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4613.42000000</valUSD>
        <pctVal>0.000152890298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376635.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4613.42000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>931.20000000</valUSD>
        <pctVal>0.000030860282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396257.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>931.20000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833651"/>
        </identifiers>
        <balance>819735.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1036.24000000</valUSD>
        <pctVal>-0.00003434134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-819735.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11690000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1036.24000000</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__05835850"/>
        </identifiers>
        <balance>7891137.54000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836582"/>
        <valUSD>2797.42000000</valUSD>
        <pctVal>0.000092707444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7891137.54000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>2797.42000000</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>326100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>307960.47000000</valUSD>
        <pctVal>0.010205914067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-326100000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>23090644.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>307960.47000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__05711686"/>
        </identifiers>
        <balance>10969841.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168386.17000000</valUSD>
        <pctVal>-0.00558037458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10969841.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14520000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-168386.17000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3110.67000000</valUSD>
        <pctVal>0.000103088655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1066827.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3110.67000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05692046"/>
        </identifiers>
        <balance>56883598.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1138816.23000000</valUSD>
        <pctVal>-0.03774075478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56883598.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40350000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1138816.23000000</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__05805836"/>
        </identifiers>
        <balance>105922338.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-913116.32000000</valUSD>
        <pctVal>-0.03026098348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-105922338.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>897890000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-913116.32000000</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>147630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429719"/>
        <valUSD>10956.11000000</valUSD>
        <pctVal>0.000363089188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-147630000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2025989.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10956.11000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>952.50000000</valUSD>
        <pctVal>0.000031566171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>525015.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>952.50000000</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__05705690"/>
        </identifiers>
        <balance>1293485.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13245.72000000</valUSD>
        <pctVal>0.000438967637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1293485.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6570000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13245.72000000</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>6910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214997"/>
        <valUSD>-1114.24000000</valUSD>
        <pctVal>-0.00003692629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6910000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>806869.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1114.24000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831819"/>
        </identifiers>
        <balance>10519751.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32320.35000000</valUSD>
        <pctVal>-0.00107110732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10519751.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1164000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-32320.35000000</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__05788574"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>7045.63000000</valUSD>
        <pctVal>0.000233494559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6958343.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7045.63000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685165"/>
        </identifiers>
        <balance>392990.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4527.00000000</valUSD>
        <pctVal>-0.00015002631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392990.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4527.00000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831837"/>
        </identifiers>
        <balance>749388.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1573.18000000</valUSD>
        <pctVal>-0.00005213571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-749388.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>83000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1573.18000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736825"/>
        </identifiers>
        <balance>37628.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-566.19000000</valUSD>
        <pctVal>-0.00001876372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37628.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-566.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES CHINA LARGE-CAP E</title>
        <cusip>464287184</cusip>
        <identifiers>
          <isin value="US4642871846"/>
        </identifiers>
        <balance>195100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9038983.00000000</valUSD>
        <pctVal>0.299554951836</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850002"/>
        <valUSD>-284.61000000</valUSD>
        <pctVal>-0.00000943207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>429360.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-284.61000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05678886"/>
        </identifiers>
        <balance>128179597.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3746734.08000000</valUSD>
        <pctVal>-0.12416803382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-128179597.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>114960000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3746734.08000000</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>13530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049987"/>
        <valUSD>1025.43000000</valUSD>
        <pctVal>0.000033983096</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13530000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>680566.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1025.43000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685150"/>
        </identifiers>
        <balance>1387.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14.65000000</valUSD>
        <pctVal>-0.00000048550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1387.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14.65000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812369"/>
        </identifiers>
        <balance>344151.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>386.43000000</valUSD>
        <pctVal>0.000012806420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-344151.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>251000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>386.43000000</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>16790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>12928.20000000</valUSD>
        <pctVal>0.000428444917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>11744940.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>12928.20000000</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__05797784"/>
        </identifiers>
        <balance>9055713.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-3195.03000000</valUSD>
        <pctVal>-0.00010588437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9055713.87000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3195.03000000</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>297000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198704"/>
        <valUSD>-15476.85000000</valUSD>
        <pctVal>-0.00051290804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-297000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>392203.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15476.85000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>3632.66000000</valUSD>
        <pctVal>0.000120387580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>574202.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3632.66000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812303"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1958.62000000</valUSD>
        <pctVal>-0.00006490932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6881351.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1958.62000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>-5953.02000000</valUSD>
        <pctVal>-0.00019728509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389373.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5953.02000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831567"/>
        </identifiers>
        <balance>1700418.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6572.48000000</valUSD>
        <pctVal>-0.00021781420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1700418.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>188000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6572.48000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05797756"/>
        </identifiers>
        <balance>235135841.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1499502.00000000</valUSD>
        <pctVal>-0.04969400311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-235135841.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>215850000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1499502.00000000</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__05685047"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2541.79000000</valUSD>
        <pctVal>-0.00008423577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6774922.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2541.79000000</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__05717568"/>
        </identifiers>
        <balance>7863772.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434818"/>
        <valUSD>11448.55000000</valUSD>
        <pctVal>0.000379408816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7863772.02000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11448.55000000</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__05836244"/>
        </identifiers>
        <balance>671940.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-312.94000000</valUSD>
        <pctVal>-0.00001037093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-671940.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9590000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-312.94000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831825"/>
        </identifiers>
        <balance>804243.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2369.47000000</valUSD>
        <pctVal>-0.00007852503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-804243.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2369.47000000</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__05836129"/>
        </identifiers>
        <balance>1096892.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5691.47000000</valUSD>
        <pctVal>-0.00018861723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1096892.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9390000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5691.47000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711612"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6172.17000000</valUSD>
        <pctVal>-0.00020454780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7251094.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6172.17000000</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__05756080"/>
        </identifiers>
        <balance>8602757.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>2323.42000000</valUSD>
        <pctVal>0.000076998924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8602757.35000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2323.42000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>3160.90000000</valUSD>
        <pctVal>0.000104753294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>825360.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3160.90000000</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>1770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1398.63000000</valUSD>
        <pctVal>-0.00004635107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1327429.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1398.63000000</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>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>2815.82000000</valUSD>
        <pctVal>0.000093317226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1522411.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2815.82000000</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>637000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198990"/>
        <valUSD>2554.33000000</valUSD>
        <pctVal>0.000084651359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-637000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>876939.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2554.33000000</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>21000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27590971"/>
        <valUSD>-36.19000000</valUSD>
        <pctVal>-0.00000119934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>18609.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-36.19000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05805824"/>
        </identifiers>
        <balance>376949.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2176.53000000</valUSD>
        <pctVal>0.000072130939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376949.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2176.53000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776582"/>
        </identifiers>
        <balance>393930.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2065.08000000</valUSD>
        <pctVal>0.000068437449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393930.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>446000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2065.08000000</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>152910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429736"/>
        <valUSD>28041.38000000</valUSD>
        <pctVal>0.000929300811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152910000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2115142.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>28041.38000000</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>1430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112700"/>
        <valUSD>729.29000000</valUSD>
        <pctVal>0.000024168917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1430000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>999941.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>729.29000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05832703"/>
        </identifiers>
        <balance>1122625.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4007.82000000</valUSD>
        <pctVal>-0.00013282050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1122625.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1490000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4007.82000000</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>49650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982683"/>
        <valUSD>646.02000000</valUSD>
        <pctVal>0.000021409321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49650000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>667179.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>646.02000000</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__05705730"/>
        </identifiers>
        <balance>6951039.99000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058228"/>
        <valUSD>5672.34000000</valUSD>
        <pctVal>0.000187983264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6951039.99000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5672.34000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05711574"/>
        </identifiers>
        <balance>92654608.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2750974.67000000</valUSD>
        <pctVal>-0.09116823040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92654608.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119740000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2750974.67000000</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__05711592"/>
        </identifiers>
        <balance>6741568.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>11369.32000000</valUSD>
        <pctVal>0.000376783107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6741568.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11369.32000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>215.87000000</valUSD>
        <pctVal>0.000007154004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1105376.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>215.87000000</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  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWR285"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36410.00000000</valUSD>
        <pctVal>0.001206639706</pctVal>
        <payoffProfile>Long</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-30</expDate>
            <notionalAmt>1744590.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>36410.00000000</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>167090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429737"/>
        <valUSD>12894.46000000</valUSD>
        <pctVal>0.000427326762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167090000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2293541.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12894.46000000</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__05756112"/>
        </identifiers>
        <balance>107394.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-848.82000000</valUSD>
        <pctVal>-0.00002813018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-107394.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-848.82000000</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__05749113"/>
        </identifiers>
        <balance>9184617.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434810"/>
        <valUSD>12169.28000000</valUSD>
        <pctVal>0.000403294052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9184617.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>12169.28000000</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>320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-54.46000000</valUSD>
        <pctVal>-0.00000180482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-320000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>240185.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-54.46000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>4083.50000000</valUSD>
        <pctVal>0.000135328570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393919.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4083.50000000</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__05833759"/>
        </identifiers>
        <balance>432130.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>583.51000000</valUSD>
        <pctVal>0.000019337718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432130.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>583.51000000</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__05678956"/>
        </identifiers>
        <balance>6005731.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-236872.71000000</valUSD>
        <pctVal>-0.00785004167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6005731.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21960000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-236872.71000000</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>223000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999984"/>
        <valUSD>1122.98000000</valUSD>
        <pctVal>0.000037215936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-223000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2010313.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1122.98000000</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__05836178"/>
        </identifiers>
        <balance>920522.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3794.19000000</valUSD>
        <pctVal>-0.00012574073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-920522.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7840000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3794.19000000</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__05724082"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-10311.82000000</valUSD>
        <pctVal>-0.00034173720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6750667.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10311.82000000</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>8030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519996"/>
        <valUSD>1422.74000000</valUSD>
        <pctVal>0.000047150084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8030000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>934579.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1422.74000000</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>2120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3010.05000000</valUSD>
        <pctVal>0.000099754074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2120000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2931684.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3010.05000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05736737"/>
        </identifiers>
        <balance>1825270.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18473.54000000</valUSD>
        <pctVal>0.000612219359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1825270.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9270000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18473.54000000</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__05717604"/>
        </identifiers>
        <balance>5461737.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-205141.02000000</valUSD>
        <pctVal>-0.00679844274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5461737.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20010000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-205141.02000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756108"/>
        </identifiers>
        <balance>95742.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-738.96000000</valUSD>
        <pctVal>-0.00002448938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95742.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-738.96000000</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>131650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43117007"/>
        <valUSD>3346308.64000000</valUSD>
        <pctVal>0.110897799396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-131650000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>95333978.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3346308.64000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05678872"/>
        </identifiers>
        <balance>275058667.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8253454.03000000</valUSD>
        <pctVal>-0.27352225625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-275058667.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>355350000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8253454.03000000</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__05685003"/>
        </identifiers>
        <balance>7510205.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>5084.87000000</valUSD>
        <pctVal>0.000168514310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7510205.31000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5084.87000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-751.86000000</valUSD>
        <pctVal>-0.00002491689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>381925.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-751.86000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>4124.86000000</valUSD>
        <pctVal>0.000136699254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>567187.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4124.86000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05825867"/>
        </identifiers>
        <balance>59927577.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217141.99000000</valUSD>
        <pctVal>-0.00719615894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59927577.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73940000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-217141.99000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812349"/>
        </identifiers>
        <balance>1330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4993.38000000</valUSD>
        <pctVal>-0.00016548230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>13449174.13000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4993.38000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805850"/>
        </identifiers>
        <balance>390944.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3009.45000000</valUSD>
        <pctVal>0.000099734190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390944.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>287000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3009.45000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836266"/>
        </identifiers>
        <balance>430422.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-776.70000000</valUSD>
        <pctVal>-0.00002574010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430422.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-776.70000000</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__05788531"/>
        </identifiers>
        <balance>16302969.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434814"/>
        <valUSD>-20251.36000000</valUSD>
        <pctVal>-0.00067113691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16302969.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1580000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-20251.36000000</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="1.33200100"/>
        <valUSD>-162.62000000</valUSD>
        <pctVal>-0.00000538928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-650000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>487825.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-162.62000000</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>S&amp;P500 EMINI FUT  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESU1 INDEX"/>
        </identifiers>
        <balance>723.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>811590.00000000</valUSD>
        <pctVal>0.026896366921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</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>CME Standard &amp; Poor's 500 Inde</indexName>
                <indexIdentifier>SPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-09-17</expDate>
            <notionalAmt>154221300.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>811590.00000000</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__05749106"/>
        </identifiers>
        <balance>7476399.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>9013.80000000</valUSD>
        <pctVal>0.000298720378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7476399.38000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9013.80000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05697957"/>
        </identifiers>
        <balance>44914253.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1104527.40000000</valUSD>
        <pctVal>-0.03660441137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44914253.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54250000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1104527.40000000</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__05697999"/>
        </identifiers>
        <balance>7768917.31000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4931.31000000</valUSD>
        <pctVal>0.000163425280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7768917.31000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4931.31000000</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__05776517"/>
        </identifiers>
        <balance>13295410.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-14762.98000000</valUSD>
        <pctVal>-0.00048925014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13295410.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1290000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14762.98000000</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>61200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1891657.36000000</valUSD>
        <pctVal>0.062690164299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>74498282.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1891657.36000000</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>428000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577704"/>
        <valUSD>2951.02000000</valUSD>
        <pctVal>0.000097797800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-428000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382964.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2951.02000000</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>35810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>39732.83000000</valUSD>
        <pctVal>0.001316759416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35810000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>9446966.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>39732.83000000</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__05776554"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>8998.32000000</valUSD>
        <pctVal>0.000298207366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9916876.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8998.32000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05729561"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7717.96000000</valUSD>
        <pctVal>-0.00025577580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8962401.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7717.96000000</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>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>1438.02000000</valUSD>
        <pctVal>0.000047656468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>707143.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1438.02000000</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>419000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578285"/>
        <valUSD>4723.49000000</valUSD>
        <pctVal>0.000156538055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-419000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376746.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4723.49000000</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>350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324099"/>
        <valUSD>1798.79000000</valUSD>
        <pctVal>0.000059612508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>416864.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1798.79000000</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__05705711"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-11371.43000000</valUSD>
        <pctVal>-0.00037685303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7558194.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11371.43000000</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__05776518"/>
        </identifiers>
        <balance>10315651.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>-12505.38000000</valUSD>
        <pctVal>-0.00041443252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10315651.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-12505.38000000</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>76290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982670"/>
        <valUSD>1173.13000000</valUSD>
        <pctVal>0.000038877924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76290000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1025339.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>1173.13000000</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__05833423"/>
        </identifiers>
        <balance>9446056.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39699.74000000</valUSD>
        <pctVal>-0.00131566280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9446056.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35810000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-39699.74000000</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__05831753"/>
        </identifiers>
        <balance>1112689.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4481.23000000</valUSD>
        <pctVal>-0.00014850947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1112689.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>123000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4481.23000000</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>2010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>2833.72000000</valUSD>
        <pctVal>0.000093910438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2010000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1511841.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2833.72000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685161"/>
        </identifiers>
        <balance>392815.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4352.44000000</valUSD>
        <pctVal>-0.00014424133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392815.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>283000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4352.44000000</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>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>1886.89000000</valUSD>
        <pctVal>0.000062532172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1130000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>850234.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1886.89000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577718"/>
        <valUSD>-619.99000000</valUSD>
        <pctVal>-0.00002054667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>383832.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-619.99000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435001"/>
        <valUSD>2244.84000000</valUSD>
        <pctVal>0.000074394756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>791988.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2244.84000000</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>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-297.78000000</valUSD>
        <pctVal>-0.00000986852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-960000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>720422.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-297.78000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05678915"/>
        </identifiers>
        <balance>8498090.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>2700.54000000</valUSD>
        <pctVal>0.000089496808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8498090.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2700.54000000</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__05697974"/>
        </identifiers>
        <balance>6821631.67000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>2064.31000000</valUSD>
        <pctVal>0.000068411931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6821631.67000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2064.31000000</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__05788525"/>
        </identifiers>
        <balance>11122122.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>-11323.18000000</valUSD>
        <pctVal>-0.00037525401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11122122.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11323.18000000</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__05818299"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3236.88000000</valUSD>
        <pctVal>-0.00010727129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10319471.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3236.88000000</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__05711672"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5283.47000000</valUSD>
        <pctVal>-0.00017509598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6650037.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5283.47000000</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__05831663"/>
        </identifiers>
        <balance>1411956.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6424.34000000</valUSD>
        <pctVal>-0.00021290479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1411956.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>156000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6424.34000000</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 THAILAND ETF</title>
        <cusip>464286624</cusip>
        <identifiers>
          <isin value="US4642866242"/>
        </identifiers>
        <balance>51471.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4012679.16000000</valUSD>
        <pctVal>0.132981543665</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__05831933"/>
        </identifiers>
        <balance>841842.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3928.95000000</valUSD>
        <pctVal>-0.00013020673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-841842.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>93000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3928.95000000</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>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>6331.15000000</valUSD>
        <pctVal>0.000209816450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>1434361.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>6331.15000000</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__05831789"/>
        </identifiers>
        <balance>1546196.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5516.66000000</valUSD>
        <pctVal>-0.00018282397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1546196.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5516.66000000</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>1270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>114.09000000</valUSD>
        <pctVal>0.000003780981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1754555.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>114.09000000</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__05749110"/>
        </identifiers>
        <balance>9993355.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>13088.13000000</valUSD>
        <pctVal>0.000433745052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9993355.02000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>13088.13000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05825871"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6273.17000000</valUSD>
        <pctVal>-0.00020789497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7806222.27000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6273.17000000</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__05729590"/>
        </identifiers>
        <balance>548953.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8853.82000000</valUSD>
        <pctVal>-0.00029341858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-548953.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39570000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8853.82000000</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     Jul21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCN1 INDEX"/>
        </identifiers>
        <balance>-783.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76585000"/>
        <valUSD>422258.10000000</valUSD>
        <pctVal>0.013993776159</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HKG Hang Seng China Enterprise</indexName>
                <indexIdentifier>HSCEI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-07-29</expDate>
            <notionalAmt>-53718736.61000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>422258.10000000</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-649.11000000</valUSD>
        <pctVal>-0.00002151172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-590000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>442293.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-649.11000000</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__05736729"/>
        </identifiers>
        <balance>2394810.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664528"/>
        <valUSD>-330.20000000</valUSD>
        <pctVal>-0.00001094293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2394810.30000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>530000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-330.20000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788594"/>
        </identifiers>
        <balance>376486.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2638.84000000</valUSD>
        <pctVal>0.000087452049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376486.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2638.84000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835794"/>
        </identifiers>
        <balance>1696504.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1458.01000000</valUSD>
        <pctVal>0.000048318944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1696504.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2430000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1458.01000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-452.74000000</valUSD>
        <pctVal>-0.00001500395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>547594.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-452.74000000</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>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>3926.27000000</valUSD>
        <pctVal>0.000130117914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1272839.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3926.27000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05705771"/>
        </identifiers>
        <balance>144208.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2147.46000000</valUSD>
        <pctVal>-0.00007116755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-144208.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>160000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2147.46000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-4960.62000000</valUSD>
        <pctVal>-0.00016439662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393111.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4960.62000000</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__05705787"/>
        </identifiers>
        <balance>2116266.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-911.26000000</valUSD>
        <pctVal>-0.00003019946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2116266.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>154980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-911.26000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830001"/>
        <valUSD>240.74000000</valUSD>
        <pctVal>0.000007978204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>662438.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>240.74000000</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__05749147"/>
        </identifiers>
        <balance>6963171.57000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4253.54000000</valUSD>
        <pctVal>0.000140963753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6963171.57000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4253.54000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05832569"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241092"/>
        <valUSD>1437.37000000</valUSD>
        <pctVal>0.000047634927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7217012.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1437.37000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1246.69000000</valUSD>
        <pctVal>0.000041315727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-910000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>637109.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1246.69000000</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>5910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>883.01000000</valUSD>
        <pctVal>0.000029263249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5910000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7009555.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>883.01000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>220.10000000</valUSD>
        <pctVal>0.000007294188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>496332.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>220.10000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805843"/>
        </identifiers>
        <balance>410878.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3664.86000000</valUSD>
        <pctVal>0.000121454699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410878.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>302000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3664.86000000</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__05717569"/>
        </identifiers>
        <balance>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-15876.20000000</valUSD>
        <pctVal>-0.00052614263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10479768.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15876.20000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__05698019"/>
        </identifiers>
        <balance>2030759.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11708.27000000</valUSD>
        <pctVal>0.000388016025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2030759.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11708.27000000</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__05724069"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7606.81000000</valUSD>
        <pctVal>-0.00025209225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4396859.18000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7606.81000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833723"/>
        </identifiers>
        <balance>735053.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4506.98000000</valUSD>
        <pctVal>0.000149362840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-735053.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10560000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4506.98000000</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>251000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199451"/>
        <valUSD>4844.75000000</valUSD>
        <pctVal>0.000160556652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>349382.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4844.75000000</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>1420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>212.16000000</valUSD>
        <pctVal>0.000007031054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>1684191.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>212.16000000</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>177930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429734"/>
        <valUSD>33872.95000000</valUSD>
        <pctVal>0.001122561012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-177930000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2462477.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>33872.95000000</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__05788586"/>
        </identifiers>
        <balance>7739451.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>-3486.47000000</valUSD>
        <pctVal>-0.00011554279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7739451.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3486.47000000</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__05724103"/>
        </identifiers>
        <balance>13085164.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-503153.39000000</valUSD>
        <pctVal>-0.01667467341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13085164.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108260000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-503153.39000000</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>22080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049996"/>
        <valUSD>5702.51000000</valUSD>
        <pctVal>0.000188983108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>MXN</curSold>
            <amtCurPur>1114665.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>5702.51000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05812317"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4588.01000000</valUSD>
        <pctVal>-0.00015204820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12032443.43000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4588.01000000</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>253000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199869"/>
        <valUSD>3759.49000000</valUSD>
        <pctVal>0.000124590769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-253000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>351042.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3759.49000000</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>8980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049986"/>
        <valUSD>1682.52000000</valUSD>
        <pctVal>0.000055759281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8980000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>452700.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1682.52000000</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>580000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-9371.99000000</valUSD>
        <pctVal>-0.00031059091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-580000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>786771.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9371.99000000</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>8310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215002"/>
        <valUSD>2023.21000000</valUSD>
        <pctVal>0.000067049863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8310000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>973708.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2023.21000000</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>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2884.20000000</valUSD>
        <pctVal>0.000095583362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>485021.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2884.20000000</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__05818344"/>
        </identifiers>
        <balance>299039.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>200.32000000</valUSD>
        <pctVal>0.000006638672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-299039.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>218000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>200.32000000</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>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>535.80000000</valUSD>
        <pctVal>0.000017756593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>328948.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>535.80000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>3693.47000000</valUSD>
        <pctVal>0.000122402844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>544233.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3693.47000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05818330"/>
        </identifiers>
        <balance>1174086.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1040.69000000</valUSD>
        <pctVal>-0.00003448881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1174086.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>87380000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1040.69000000</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__05749135"/>
        </identifiers>
        <balance>7260775.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>5039.95000000</valUSD>
        <pctVal>0.000167025646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7260775.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5039.95000000</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__05749151"/>
        </identifiers>
        <balance>12822016.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>7157.19000000</valUSD>
        <pctVal>0.000237191695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12822016.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1270000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7157.19000000</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>167860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429750"/>
        <valUSD>31531.59000000</valUSD>
        <pctVal>0.001044967550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167860000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2322688.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>31531.59000000</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__05705757"/>
        </identifiers>
        <balance>7243935.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>7009.33000000</valUSD>
        <pctVal>0.000232291565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7243935.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7009.33000000</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>84000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999988"/>
        <valUSD>3486.79000000</valUSD>
        <pctVal>0.000115553399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>760311.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3486.79000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831771"/>
        </identifiers>
        <balance>3245579.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11053.51000000</valUSD>
        <pctVal>-0.00036631705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3245579.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>359000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11053.51000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05765651"/>
        </identifiers>
        <balance>2685024.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664532"/>
        <valUSD>-5386.07000000</valUSD>
        <pctVal>-0.00017849618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2685024.51000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>590000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5386.07000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805855"/>
        </identifiers>
        <balance>141600.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1156.11000000</valUSD>
        <pctVal>0.000038313876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-141600.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>104000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1156.11000000</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>2040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>9056.39000000</valUSD>
        <pctVal>0.000300131825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2428293.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>9056.39000000</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__05749136"/>
        </identifiers>
        <balance>7966518.79000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>5549.26000000</valUSD>
        <pctVal>0.000183904352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7966518.79000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5549.26000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05749182"/>
        </identifiers>
        <balance>83604697.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1434169.61000000</valUSD>
        <pctVal>-0.04752886563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83604697.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>117600000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1434169.61000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831849"/>
        </identifiers>
        <balance>388616.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1193.97000000</valUSD>
        <pctVal>-0.00003956856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-388616.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1193.97000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1348.70000000</valUSD>
        <pctVal>-0.00004469637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382216.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1348.70000000</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__05685067"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3589.09000000</valUSD>
        <pctVal>-0.00011894365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6968853.03000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3589.09000000</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>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>-2.66000000</valUSD>
        <pctVal>-0.00000008815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>357087.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2.66000000</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="NZD" exchangeRt="1.43112699"/>
        <valUSD>1254.59000000</valUSD>
        <pctVal>0.000041577536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>574229.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1254.59000000</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__05697984"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3167.37000000</valUSD>
        <pctVal>-0.00010496771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7784000.07000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3167.37000000</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__05797815"/>
        </identifiers>
        <balance>8331159.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-1504.39000000</valUSD>
        <pctVal>-0.00004985599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8331159.49000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1504.39000000</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__05711669"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5646.04000000</valUSD>
        <pctVal>-0.00018711167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6951264.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5646.04000000</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>1400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25850002"/>
        <valUSD>-500.46000000</valUSD>
        <pctVal>-0.00001658541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>429145.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-500.46000000</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 SPAIN ETF</title>
        <cusip>464286764</cusip>
        <identifiers>
          <isin value="US4642867646"/>
        </identifiers>
        <balance>218441.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6208093.22000000</valUSD>
        <pctVal>0.205738307674</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05711680"/>
        </identifiers>
        <balance>372168.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4585.13000000</valUSD>
        <pctVal>-0.00015195275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-372168.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>414000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4585.13000000</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__05825903"/>
        </identifiers>
        <balance>1168811.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1269.81000000</valUSD>
        <pctVal>-0.00004208193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1168811.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86970000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1269.81000000</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__05692024"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3125.93000000</valUSD>
        <pctVal>-0.00010359437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7322899.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3125.93000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835823"/>
        </identifiers>
        <balance>600959.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34.39000000</valUSD>
        <pctVal>-0.00000113969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-600959.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-34.39000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05832035"/>
        </identifiers>
        <balance>20789019.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-113496.21000000</valUSD>
        <pctVal>-0.00376130276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20789019.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>411660000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-113496.21000000</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>1660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-1644.38000000</valUSD>
        <pctVal>-0.00005449530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1966950.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1644.38000000</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>1851000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199269"/>
        <valUSD>8475.24000000</valUSD>
        <pctVal>0.000280872318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1851000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>2549270.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8475.24000000</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__05685014"/>
        </identifiers>
        <balance>6903402.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>4424.75000000</valUSD>
        <pctVal>0.000146637710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6903402.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4424.75000000</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 LONG BOND(CBT) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USU1 COMDTY"/>
        </identifiers>
        <balance>2999.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2928250.00000000</valUSD>
        <pctVal>0.097043194761</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT US Long Bond Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-21</expDate>
            <notionalAmt>479161000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2928250.00000000</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__05812307"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2509.35000000</valUSD>
        <pctVal>-0.00008316070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7789626.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2509.35000000</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>13690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049990"/>
        <valUSD>1982.73000000</valUSD>
        <pctVal>0.000065708342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13690000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>689559.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1982.73000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05788581"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>4797.32000000</valUSD>
        <pctVal>0.000158984806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6634791.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4797.32000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836029"/>
        </identifiers>
        <balance>1785411.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-706.49000000</valUSD>
        <pctVal>-0.00002341331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1785411.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2210000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-706.49000000</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__05678987"/>
        </identifiers>
        <balance>367043.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4661.41000000</valUSD>
        <pctVal>-0.00015448070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-367043.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>264000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4661.41000000</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__05797800"/>
        </identifiers>
        <balance>6719515.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058228"/>
        <valUSD>-2842.09000000</valUSD>
        <pctVal>-0.00009418782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6719515.44000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2842.09000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05685133"/>
        </identifiers>
        <balance>393933.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1352.92000000</valUSD>
        <pctVal>-0.00004483622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-393933.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1352.92000000</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>82460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982689"/>
        <valUSD>20095.65000000</valUSD>
        <pctVal>0.000665976633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82460000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1127092.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>20095.65000000</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__05705700"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-15936.11000000</valUSD>
        <pctVal>-0.00052812807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>12316701.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-15936.11000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-589.69000000</valUSD>
        <pctVal>-0.00001954252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382975.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-589.69000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-664.73000000</valUSD>
        <pctVal>-0.00002202937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>865042.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-664.73000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835830"/>
        </identifiers>
        <balance>18456069.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11893.66000000</valUSD>
        <pctVal>0.000394159912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18456069.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26430000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>11893.66000000</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__05765699"/>
        </identifiers>
        <balance>8054954.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058236"/>
        <valUSD>-4793.44000000</valUSD>
        <pctVal>-0.00015885622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8054954.95000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4793.44000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>762.16000000</valUSD>
        <pctVal>0.000025258240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>578839.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>762.16000000</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>290000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-4242.58000000</valUSD>
        <pctVal>-0.00014060053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-290000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393829.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4242.58000000</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__05711589"/>
        </identifiers>
        <balance>11963365.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>21409.50000000</valUSD>
        <pctVal>0.000709518066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11963365.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>21409.50000000</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>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1154.93000000</valUSD>
        <pctVal>0.000038274770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>581364.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1154.93000000</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>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830000"/>
        <valUSD>-372.83000000</valUSD>
        <pctVal>-0.00001235571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>710278.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-372.83000000</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__05797794"/>
        </identifiers>
        <balance>9977640.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-4240.93000000</valUSD>
        <pctVal>-0.00014054585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9977640.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4240.93000000</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>3020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80699998"/>
        <valUSD>1398.55000000</valUSD>
        <pctVal>0.000046348419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3020000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>794674.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1398.55000000</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>287000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198685"/>
        <valUSD>900.80000000</valUSD>
        <pctVal>0.000029852816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-287000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>394854.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>900.80000000</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__05776563"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6400.52000000</valUSD>
        <pctVal>0.000212115396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6749942.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6400.52000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>2793.60000000</valUSD>
        <pctVal>0.000092580848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>505893.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2793.60000000</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__05832221"/>
        </identifiers>
        <balance>2012283.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8111.00000000</valUSD>
        <pctVal>-0.00026880128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2012283.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-8111.00000000</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__05724083"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-6180.39000000</valUSD>
        <pctVal>-0.00020482021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6743810.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6180.39000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__05835958"/>
        </identifiers>
        <balance>4553167.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3885.94000000</valUSD>
        <pctVal>0.000128781365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4553167.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6070000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3885.94000000</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>580000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>-8474.47000000</valUSD>
        <pctVal>-0.00028084680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-580000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>787668.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-8474.47000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1262.11000000</valUSD>
        <pctVal>-0.00004182675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382302.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1262.11000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>592.90000000</valUSD>
        <pctVal>0.000019648906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>538630.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>592.90000000</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__05776505"/>
        </identifiers>
        <balance>7187522.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>-4868.12000000</valUSD>
        <pctVal>-0.00016133114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7187522.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4868.12000000</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>39000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51197879"/>
        <valUSD>-1113.02000000</valUSD>
        <pctVal>-0.00003688585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>52420.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1113.02000000</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__05749104"/>
        </identifiers>
        <balance>198644800.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4398350.02000000</valUSD>
        <pctVal>-0.14576280632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-198644800.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4398350.02000000</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__05797793"/>
        </identifiers>
        <balance>8245616.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>-3363.92000000</valUSD>
        <pctVal>-0.00011148144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8245616.94000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3363.92000000</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>14330000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>825739.93000000</valUSD>
        <pctVal>0.027365300384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14330000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>129957368.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>825739.93000000</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>77290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982685"/>
        <valUSD>19130.37000000</valUSD>
        <pctVal>0.000633986927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-77290000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1056721.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19130.37000000</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>27720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>22023.73000000</valUSD>
        <pctVal>0.000729873856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27720000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>8530369.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22023.73000000</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>22730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797746"/>
        <valUSD>-39506.08000000</valUSD>
        <pctVal>-0.00130924484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22730000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>6937215.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-39506.08000000</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__05836156"/>
        </identifiers>
        <balance>660213.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-901.79000000</valUSD>
        <pctVal>-0.00002988562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-660213.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2510000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-901.79000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05729543"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5224.05000000</valUSD>
        <pctVal>-0.00017312678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2147860.32000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5224.05000000</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__05776501"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>5660.44000000</valUSD>
        <pctVal>0.000187588894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7296420.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5660.44000000</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>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>686.24000000</valUSD>
        <pctVal>0.000022742225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>661346.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>686.24000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724068"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-5203.56000000</valUSD>
        <pctVal>-0.00017244773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>3276972.92000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5203.56000000</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>153140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429732"/>
        <valUSD>22816.48000000</valUSD>
        <pctVal>0.000756145859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-153140000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2113056.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22816.48000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05697972"/>
        </identifiers>
        <balance>8041414.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>2666.68000000</valUSD>
        <pctVal>0.000088374676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8041414.74000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2666.68000000</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>12960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050015"/>
        <valUSD>3522.89000000</valUSD>
        <pctVal>0.000116749765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12960000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>654435.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3522.89000000</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__05736774"/>
        </identifiers>
        <balance>7668604.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>10403.32000000</valUSD>
        <pctVal>0.000344769541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7668604.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10403.32000000</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__05835679"/>
        </identifiers>
        <balance>772596.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1761.12000000</valUSD>
        <pctVal>-0.00005836411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-772596.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1761.12000000</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>8480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215004"/>
        <valUSD>3817.58000000</valUSD>
        <pctVal>0.000126515891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8480000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>995381.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3817.58000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05705684"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6322.38000000</valUSD>
        <pctVal>-0.00020952581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2188840.78000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6322.38000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05833762"/>
        </identifiers>
        <balance>402764.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-739.16000000</valUSD>
        <pctVal>-0.00002449601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-402764.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1310000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-739.16000000</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__05756051"/>
        </identifiers>
        <balance>3264883.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>-3484.32000000</valUSD>
        <pctVal>-0.00011547154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3264883.20000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3484.32000000</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__05831600"/>
        </identifiers>
        <balance>1828335.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8351.80000000</valUSD>
        <pctVal>-0.00027678147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1828335.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>202000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-8351.80000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736828"/>
        </identifiers>
        <balance>397146.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5937.73000000</valUSD>
        <pctVal>-0.00019677837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397146.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5937.73000000</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>350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200098"/>
        <valUSD>563.43000000</valUSD>
        <pctVal>0.000018672260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-350000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>263326.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>563.43000000</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__05831570"/>
        </identifiers>
        <balance>1618430.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5672.30000000</valUSD>
        <pctVal>-0.00018798193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1618430.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>179000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5672.30000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05705692"/>
        </identifiers>
        <balance>54978222.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1405186.01000000</valUSD>
        <pctVal>-0.04656833933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54978222.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66340000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1405186.01000000</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>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27574400"/>
        <valUSD>-187.10000000</valUSD>
        <pctVal>-0.00000620055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-113000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>100143.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-187.10000000</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__05678941"/>
        </identifiers>
        <balance>374389.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6806.43000000</valUSD>
        <pctVal>-0.00022556739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-374389.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>414000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6806.43000000</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>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>4134.76000000</valUSD>
        <pctVal>0.000137027343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>582212.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4134.76000000</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>1280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>882.99000000</valUSD>
        <pctVal>0.000029262587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1769139.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>882.99000000</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__05788537"/>
        </identifiers>
        <balance>6903265.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>-7423.25000000</valUSD>
        <pctVal>-0.00024600901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6903265.94000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7423.25000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832341"/>
        </identifiers>
        <balance>963041.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5753.99000000</valUSD>
        <pctVal>-0.00019068917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963041.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1370000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-5753.99000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05835798"/>
        </identifiers>
        <balance>712296.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>428.41000000</valUSD>
        <pctVal>0.000014197652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-712296.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>428.41000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831660"/>
        </identifiers>
        <balance>2543170.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11410.93000000</valUSD>
        <pctVal>-0.00037816207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2543170.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>281000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11410.93000000</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 GERMANY ETF</title>
        <cusip>464286806</cusip>
        <identifiers>
          <isin value="US4642868065"/>
        </identifiers>
        <balance>180554.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6247168.40000000</valUSD>
        <pctVal>0.207033272346</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>295.19000000</valUSD>
        <pctVal>0.000009782696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>573270.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>295.19000000</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>1701330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.95777653"/>
        <valUSD>-2366145.84000000</valUSD>
        <pctVal>-0.07841487290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1701330000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>82880324.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2366145.84000000</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__05805807"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2037.29000000</valUSD>
        <pctVal>-0.00006751647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8909531.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2037.29000000</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__05736761"/>
        </identifiers>
        <balance>7656681.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434811"/>
        <valUSD>11789.00000000</valUSD>
        <pctVal>0.000390691444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7656681.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11789.00000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836043"/>
        </identifiers>
        <balance>822288.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1421.05000000</valUSD>
        <pctVal>0.000047094077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-822288.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1421.05000000</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__05788551"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>4839.77000000</valUSD>
        <pctVal>0.000160391613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9024727.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4839.77000000</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>3180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-4051.99000000</valUSD>
        <pctVal>-0.00013428431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3180000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>3436203.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4051.99000000</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__05797787"/>
        </identifiers>
        <balance>10889892.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4155.38000000</valUSD>
        <pctVal>-0.00013771069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10889892.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4155.38000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831927"/>
        </identifiers>
        <balance>1891813.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8761.08000000</valUSD>
        <pctVal>-0.00029034515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1891813.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>209000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-8761.08000000</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>163570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="73.26429738"/>
        <valUSD>8887.64000000</valUSD>
        <pctVal>0.000294539393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163570000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2241489.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>8887.64000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685068"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3528.99000000</valUSD>
        <pctVal>-0.00011695192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6665039.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3528.99000000</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>130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.02781348"/>
        <valUSD>-159.20000000</valUSD>
        <pctVal>-0.00000527594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-130000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>25696.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-159.20000000</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>288000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198871"/>
        <valUSD>1149.40000000</valUSD>
        <pctVal>0.000038091504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>396475.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1149.40000000</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>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1681.59000000</valUSD>
        <pctVal>0.000055728460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>927253.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1681.59000000</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>204500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="14.31350252"/>
        <valUSD>476.66000000</valUSD>
        <pctVal>0.000015796673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-204500000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>14287685.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>476.66000000</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>926.83000000</valUSD>
        <pctVal>0.000030715459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>676602.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>926.83000000</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>292260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>790985.88000000</valUSD>
        <pctVal>0.026213539419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292260000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>34971114.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>790985.88000000</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__05749124"/>
        </identifiers>
        <balance>8477610.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>5095.70000000</valUSD>
        <pctVal>0.000168873220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8477610.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5095.70000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831930"/>
        </identifiers>
        <balance>1068114.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4956.12000000</valUSD>
        <pctVal>-0.00016424749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1068114.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>118000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4956.12000000</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__05685033"/>
        </identifiers>
        <balance>6703379.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>3943.84000000</valUSD>
        <pctVal>0.000130700190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6703379.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3943.84000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831651"/>
        </identifiers>
        <balance>1936704.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8602.53000000</valUSD>
        <pctVal>-0.00028509075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1936704.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>214000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-8602.53000000</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__05833993"/>
        </identifiers>
        <balance>126124659.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-246920.30000000</valUSD>
        <pctVal>-0.00818302220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-126124659.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91120000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-246920.30000000</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>14000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51214404"/>
        <valUSD>179.51000000</valUSD>
        <pctVal>0.000005949022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>19396.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>179.51000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>898.95000000</valUSD>
        <pctVal>0.000029791506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>609006.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>898.95000000</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__05692029"/>
        </identifiers>
        <balance>8089125.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>3074.08000000</valUSD>
        <pctVal>0.000101876050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8089125.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3074.08000000</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__05835971"/>
        </identifiers>
        <balance>524776.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>749.13000000</valUSD>
        <pctVal>0.000024826421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-524776.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>749.13000000</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>82020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982643"/>
        <valUSD>19770.87000000</valUSD>
        <pctVal>0.000655213314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82020000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1120860.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>19770.87000000</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>10800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214999"/>
        <valUSD>1916.62000000</valUSD>
        <pctVal>0.000063517434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10800000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1264756.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1916.62000000</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>1490000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203849"/>
        <valUSD>184012.94000000</valUSD>
        <pctVal>0.006098251028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1490000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>13610818.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>184012.94000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05765829"/>
        </identifiers>
        <balance>302477.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2253.70000000</valUSD>
        <pctVal>0.000074688379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-302477.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>222000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2253.70000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818332"/>
        </identifiers>
        <balance>286344.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>541.63000000</valUSD>
        <pctVal>0.000017949801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-286344.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>209000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>541.63000000</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>4730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>-144.69000000</valUSD>
        <pctVal>-0.00000479507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5609165.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-144.69000000</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 2YR NOTE (CBT) Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUU1 COMDTY"/>
        </identifiers>
        <balance>-6821.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>959351.33000000</valUSD>
        <pctVal>0.031793227341</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 2 Year US Treasury Note F</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-30</expDate>
            <notionalAmt>-1503762071.33000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>959351.33000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3016.80000000</valUSD>
        <pctVal>0.000099977771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>506116.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3016.80000000</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>17430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91050007"/>
        <valUSD>4849.97000000</valUSD>
        <pctVal>0.000160729645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17430000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>880267.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4849.97000000</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__05749150"/>
        </identifiers>
        <balance>12110806.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>7287.15000000</valUSD>
        <pctVal>0.000241498614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12110806.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7287.15000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>356.89000000</valUSD>
        <pctVal>0.000011827455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>580319.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>356.89000000</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>5340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.25797745"/>
        <valUSD>2961.72000000</valUSD>
        <pctVal>0.000098152401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5340000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>1642015.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2961.72000000</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__05685052"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4352.14000000</valUSD>
        <pctVal>-0.00014423139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11222919.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4352.14000000</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__05711624"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-5378.60000000</valUSD>
        <pctVal>-0.00017824862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8272305.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5378.60000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__05705706"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-14497.76000000</valUSD>
        <pctVal>-0.00048046066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>9674984.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-14497.76000000</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>79380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982633"/>
        <valUSD>17323.03000000</valUSD>
        <pctVal>0.000574091069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-79380000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1082971.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>17323.03000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833690"/>
        </identifiers>
        <balance>736002.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2157.17000000</valUSD>
        <pctVal>0.000071489342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-736002.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10540000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2157.17000000</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 FRANCE ETF</title>
        <cusip>464286707</cusip>
        <identifiers>
          <isin value="US4642867075"/>
        </identifiers>
        <balance>149442.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5656379.70000000</valUSD>
        <pctVal>0.187454335139</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__05805731"/>
        </identifiers>
        <balance>137643077.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-888735.66000000</valUSD>
        <pctVal>-0.02945300016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-137643077.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>115270000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-888735.66000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05678986"/>
        </identifiers>
        <balance>781467.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10031.79000000</valUSD>
        <pctVal>-0.00033245691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-781467.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>562000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10031.79000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1246.19000000</valUSD>
        <pctVal>0.000041299157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>651083.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1246.19000000</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__05705763"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6024.39000000</valUSD>
        <pctVal>-0.00019965032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6643701.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6024.39000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05756064"/>
        </identifiers>
        <balance>111579093.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1905380.98000000</valUSD>
        <pctVal>-0.06314496970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-111579093.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>135810000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1905380.98000000</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__05832218"/>
        </identifiers>
        <balance>2655751.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11193.28000000</valUSD>
        <pctVal>-0.00037094908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2655751.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-11193.28000000</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__05736739"/>
        </identifiers>
        <balance>2145120.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22820.04000000</valUSD>
        <pctVal>0.000756263838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2145120.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10900000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>22820.04000000</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__05825869"/>
        </identifiers>
        <balance>30180620.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-165136.49000000</valUSD>
        <pctVal>-0.00547267909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30180620.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25300000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-165136.49000000</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>1910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1566.56000000</valUSD>
        <pctVal>-0.00005191632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1910000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1432366.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1566.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05685069"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4002.66000000</valUSD>
        <pctVal>-0.00013264950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6965316.78000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4002.66000000</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__05749119"/>
        </identifiers>
        <balance>8279684.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4515.69000000</valUSD>
        <pctVal>0.000149651492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8279684.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4515.69000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>371.15000000</valUSD>
        <pctVal>0.000012300036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>593463.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>371.15000000</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__05788587"/>
        </identifiers>
        <balance>152074703.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1266763.62000000</valUSD>
        <pctVal>-0.04198097453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152074703.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>109160000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1266763.62000000</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__05797785"/>
        </identifiers>
        <balance>9668298.77000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>-3654.54000000</valUSD>
        <pctVal>-0.00012111269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9668298.77000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3654.54000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05835654"/>
        </identifiers>
        <balance>811927.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>709.55000000</valUSD>
        <pctVal>0.000023514726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-811927.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16180000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>709.55000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>940.79000000</valUSD>
        <pctVal>0.000031178098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>587890.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>940.79000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05736826"/>
        </identifiers>
        <balance>397179.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5970.94000000</valUSD>
        <pctVal>-0.00019787896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-397179.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>285000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5970.94000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435000"/>
        <valUSD>-508.35000000</valUSD>
        <pctVal>-0.00001684689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CHF</curSold>
            <amtCurPur>886601.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-508.35000000</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>47530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72383457"/>
        <valUSD>1656551.24000000</valUSD>
        <pctVal>0.054898668015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47530000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>67320726.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1656551.24000000</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>COTTON NO.2 FUTR  Dec21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTZ1 COMDTY"/>
        </identifiers>
        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11230.00000000</valUSD>
        <pctVal>0.000372165995</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>GOLDMAN SACHS</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"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-08</expDate>
            <notionalAmt>-902680.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11230.00000000</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>5292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.97203848"/>
        <valUSD>323899.63000000</valUSD>
        <pctVal>0.010734143217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5292000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>48011588.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>323899.63000000</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>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>826.01000000</valUSD>
        <pctVal>0.000027374250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>766591.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>826.01000000</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__05818298"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-2173.90000000</valUSD>
        <pctVal>-0.00007204378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6778068.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2173.90000000</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>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>3102.70000000</valUSD>
        <pctVal>0.000102824526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>499215.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3102.70000000</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__05797805"/>
        </identifiers>
        <balance>11194994.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058229"/>
        <valUSD>-4245.91000000</valUSD>
        <pctVal>-0.00014071089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11194994.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4245.91000000</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__05736735"/>
        </identifiers>
        <balance>1904889.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18411.76000000</valUSD>
        <pctVal>0.000610171949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1904889.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9670000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>18411.76000000</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__05711609"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6329.52000000</valUSD>
        <pctVal>-0.00020976243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6945420.77000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6329.52000000</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__05776498"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>1292.67000000</valUSD>
        <pctVal>0.000042839520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8892126.45000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1292.67000000</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>420000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27578890"/>
        <valUSD>4207.82000000</valUSD>
        <pctVal>0.000139448577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>377118.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4207.82000000</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>114000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576665"/>
        <valUSD>-176.13000000</valUSD>
        <pctVal>-0.00000583700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>101042.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-176.13000000</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__05717587"/>
        </identifiers>
        <balance>7755346.83000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058237"/>
        <valUSD>6518.40000000</valUSD>
        <pctVal>0.000216021979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7755346.83000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6518.40000000</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__05711645"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4628.91000000</valUSD>
        <pctVal>-0.00015340364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6757076.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4628.91000000</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__05776564"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>6644.61000000</valUSD>
        <pctVal>0.000220204621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7259242.35000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6644.61000000</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__05836159"/>
        </identifiers>
        <balance>337028.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-805.61000000</valUSD>
        <pctVal>-0.00002669818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-337028.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1280000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-805.61000000</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__05736748"/>
        </identifiers>
        <balance>6859000.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434816"/>
        <valUSD>9585.08000000</valUSD>
        <pctVal>0.000317652791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6859000.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9585.08000000</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__05749142"/>
        </identifiers>
        <balance>7866595.62000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058235"/>
        <valUSD>5371.56000000</valUSD>
        <pctVal>0.000178015314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7866595.62000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5371.56000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05756090"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>140.76000000</valUSD>
        <pctVal>0.000004664833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7507958.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>140.76000000</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__05776494"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-352.78000000</valUSD>
        <pctVal>-0.00001169124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7142599.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-352.78000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05805789"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-1703.67000000</valUSD>
        <pctVal>-0.00005646019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>7289302.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1703.67000000</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__05765667"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3813.29000000</valUSD>
        <pctVal>-0.00012637371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7419065.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3813.29000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05776585"/>
        </identifiers>
        <balance>379726.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2062.43000000</valUSD>
        <pctVal>0.000068349627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379726.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2062.43000000</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>3900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700001"/>
        <valUSD>-854.99000000</valUSD>
        <pctVal>-0.00002833465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3900000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1023573.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-854.99000000</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__05832733"/>
        </identifiers>
        <balance>1113936.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2826.52000000</valUSD>
        <pctVal>-0.00009367182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1113936.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2826.52000000</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__05835831"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>690.93000000</valUSD>
        <pctVal>0.000022897653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2080053.76000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>690.93000000</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>666000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198921"/>
        <valUSD>9563.27000000</valUSD>
        <pctVal>0.000316930000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-666000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>923755.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9563.27000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05736813"/>
        </identifiers>
        <balance>8860071.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332458.91000000</valUSD>
        <pctVal>-0.01101780065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8860071.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122060000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-332458.91000000</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>72730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830950"/>
        <valUSD>1599891.51000000</valUSD>
        <pctVal>0.053020945411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72730000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>60333188.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1599891.51000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836235"/>
        </identifiers>
        <balance>926656.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2696.50000000</valUSD>
        <pctVal>0.000089362921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-926656.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13270000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2696.50000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05825868"/>
        </identifiers>
        <balance>19743169.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-108407.83000000</valUSD>
        <pctVal>-0.00359267212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19743169.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18140000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-108407.83000000</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>418000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27577676"/>
        <valUSD>4974.30000000</valUSD>
        <pctVal>0.000164849983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-418000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>376108.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4974.30000000</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__05736790"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3971.67000000</valUSD>
        <pctVal>-0.00013162248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7878565.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3971.67000000</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>114000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27576665"/>
        <valUSD>-185.62000000</valUSD>
        <pctVal>-0.00000615150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-114000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>101032.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-185.62000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831828"/>
        </identifiers>
        <balance>858175.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2242.28000000</valUSD>
        <pctVal>-0.00007430991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-858175.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>95000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-2242.28000000</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>17090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.91049991"/>
        <valUSD>3584.41000000</valUSD>
        <pctVal>0.000118788558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17090000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>861925.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>3584.41000000</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>292000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199604"/>
        <valUSD>-11130.36000000</valUSD>
        <pctVal>-0.00036886389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-292000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389686.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-11130.36000000</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>667800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>2690952.27000000</valUSD>
        <pctVal>0.089179067781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-667800000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>80790896.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2690952.27000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832437"/>
        </identifiers>
        <balance>2137838.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>336.62000000</valUSD>
        <pctVal>0.000011155700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2137838.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3060000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>336.62000000</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__05705756"/>
        </identifiers>
        <balance>9455145.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>9410.19000000</valUSD>
        <pctVal>0.000311856877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9455145.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>9410.19000000</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__05736753"/>
        </identifiers>
        <balance>7255965.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434815"/>
        <valUSD>10905.01000000</valUSD>
        <pctVal>0.000361395717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7255965.74000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>10905.01000000</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__05776522"/>
        </identifiers>
        <balance>10290926.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>-5288.56000000</valUSD>
        <pctVal>-0.00017526466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10290926.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5288.56000000</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>232000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000018"/>
        <valUSD>5475.89000000</valUSD>
        <pctVal>0.000181472845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-232000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2095754.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>5475.89000000</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>420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.23830002"/>
        <valUSD>-576.95000000</valUSD>
        <pctVal>-0.00001912031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>338597.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-576.95000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05776557"/>
        </identifiers>
        <balance>1160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>11091.62000000</valUSD>
        <pctVal>0.000367580035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11862185.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>11091.62000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831816"/>
        </identifiers>
        <balance>1382650.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4148.32000000</valUSD>
        <pctVal>-0.00013747672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1382650.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>153000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-4148.32000000</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__05717572"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10762.87000000</valUSD>
        <pctVal>-0.00035668514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7053027.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10762.87000000</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>269672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12348280.88000000</valUSD>
        <pctVal>0.409226202137</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05836255"/>
        </identifiers>
        <balance>948895.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>767.56000000</valUSD>
        <pctVal>0.000025437197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-948895.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13560000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>767.56000000</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__05832715"/>
        </identifiers>
        <balance>1009395.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3389.95000000</valUSD>
        <pctVal>-0.00011234408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1009395.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1340000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-3389.95000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__05825902"/>
        </identifiers>
        <balance>1070588.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1315.45000000</valUSD>
        <pctVal>-0.00004359445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1070588.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>79650000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>-1315.45000000</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__05788510"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>2653.75000000</valUSD>
        <pctVal>0.000087946171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2177848.32000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2653.75000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1368.99000000</valUSD>
        <pctVal>-0.00004536879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382196.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1368.99000000</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   Aug21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXQ1 INDEX"/>
        </identifiers>
        <balance>-189.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>201948.90000000</valUSD>
        <pctVal>0.006692654805</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>CBOE Volatility Index</indexName>
                <indexIdentifier>VIX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2021-08-18</expDate>
            <notionalAmt>-3934453.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>201948.90000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836275"/>
        </identifiers>
        <balance>430729.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1083.93000000</valUSD>
        <pctVal>-0.00003592180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430729.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1083.93000000</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__05805725"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>657.94000000</valUSD>
        <pctVal>0.000021804353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2079928.18000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>657.94000000</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>6280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215001"/>
        <valUSD>2796.89000000</valUSD>
        <pctVal>0.000092689879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6280000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>737115.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2796.89000000</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__05832546"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>-341.16000000</valUSD>
        <pctVal>-0.00001130615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6635209.29000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>-341.16000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833696"/>
        </identifiers>
        <balance>464465.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>561.12000000</valUSD>
        <pctVal>0.000018595706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-464465.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6640000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>561.12000000</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__05836128"/>
        </identifiers>
        <balance>868777.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4183.77000000</valUSD>
        <pctVal>-0.00013865155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-868777.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7440000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4183.77000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05711576"/>
        </identifiers>
        <balance>7547793.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-166762.70000000</valUSD>
        <pctVal>-0.00552657224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7547793.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9140000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-166762.70000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__05776475"/>
        </identifiers>
        <balance>1825347.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20385.06000000</valUSD>
        <pctVal>0.000675567778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1825347.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9280000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>20385.06000000</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>1850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200100"/>
        <valUSD>-1702.35000000</valUSD>
        <pctVal>-0.00005641645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1387185.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1702.35000000</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__05776575"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>7308.38000000</valUSD>
        <pctVal>0.000242202183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7062032.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7308.38000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05805845"/>
        </identifiers>
        <balance>392444.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4254.60000000</valUSD>
        <pctVal>0.000140998882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392444.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4254.60000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05812271"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>1457.62000000</valUSD>
        <pctVal>0.000048306019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2128133.68000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1457.62000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__05831699"/>
        </identifiers>
        <balance>1691909.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7073.13000000</valUSD>
        <pctVal>-0.00023440591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1691909.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>187000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-7073.13000000</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__05818312"/>
        </identifiers>
        <balance>380016.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>884.43000000</valUSD>
        <pctVal>0.000029310309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380016.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>429000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>884.43000000</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__05788507"/>
        </identifiers>
        <balance>460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>3877.27000000</valUSD>
        <pctVal>0.000128494038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2092183.04000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3877.27000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__05736741"/>
        </identifiers>
        <balance>85963214.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2347706.94000000</valUSD>
        <pctVal>-0.07780380152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85963214.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77250000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2347706.94000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05729563"/>
        </identifiers>
        <balance>106589143.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2214464.96000000</valUSD>
        <pctVal>-0.07338811727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-106589143.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75550000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-2214464.96000000</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>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34420000"/>
        <valUSD>-265.46000000</valUSD>
        <pctVal>-0.00000879743</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>356824.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-265.46000000</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__05749133"/>
        </identifiers>
        <balance>6958355.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058230"/>
        <valUSD>4816.80000000</valUSD>
        <pctVal>0.000159630380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6958355.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4816.80000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812378"/>
        </identifiers>
        <balance>392630.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49.58000000</valUSD>
        <pctVal>-0.00000164309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-392630.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>286000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-49.58000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05749102"/>
        </identifiers>
        <balance>93342250.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1426618.58000000</valUSD>
        <pctVal>-0.04727862194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93342250.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>113820000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1426618.58000000</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__05805767"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3121.11000000</valUSD>
        <pctVal>-0.00010343464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8900264.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3121.11000000</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>199000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198973"/>
        <valUSD>2926.42000000</valUSD>
        <pctVal>0.000096982547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-199000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>276085.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2926.42000000</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__05835853"/>
        </identifiers>
        <balance>9121797.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.54836583"/>
        <valUSD>1281.31000000</valUSD>
        <pctVal>0.000042463046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9121797.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>1281.31000000</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__05831696"/>
        </identifiers>
        <balance>1520128.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6478.24000000</valUSD>
        <pctVal>-0.00021469106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1520128.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-6478.24000000</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__05788519"/>
        </identifiers>
        <balance>197546305.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1033864.24000000</valUSD>
        <pctVal>-0.03426261036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-197546305.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1033864.24000000</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>2680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>-3350.44000000</valUSD>
        <pctVal>-0.00011103471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2680000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3698936.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-3350.44000000</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__05711605"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-6367.87000000</valUSD>
        <pctVal>-0.00021103336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6945092.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-6367.87000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.92435001"/>
        <valUSD>-1006.88000000</valUSD>
        <pctVal>-0.00003336834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>788737.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1006.88000000</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__05836186"/>
        </identifiers>
        <balance>1132756.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4385.51000000</valUSD>
        <pctVal>-0.00014533728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1132756.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9650000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-4385.51000000</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__05678894"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-10481.98000000</valUSD>
        <pctVal>-0.00034737636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>8790813.21000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-10481.98000000</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>2800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80700000"/>
        <valUSD>2034.14000000</valUSD>
        <pctVal>0.000067412087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2800000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>737521.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2034.14000000</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__05835671"/>
        </identifiers>
        <balance>844445.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2456.18000000</valUSD>
        <pctVal>-0.00008139863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-844445.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-2456.18000000</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__05836190"/>
        </identifiers>
        <balance>1144720.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5825.22000000</valUSD>
        <pctVal>-0.00019304975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1144720.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9740000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-5825.22000000</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>432000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27580065"/>
        <valUSD>-1152.80000000</valUSD>
        <pctVal>-0.00003820418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382412.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1152.80000000</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__05711579"/>
        </identifiers>
        <balance>12385665.81000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434813"/>
        <valUSD>19784.89000000</valUSD>
        <pctVal>0.000655677941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12385665.81000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>19784.89000000</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__05692013"/>
        </identifiers>
        <balance>83687084.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1838537.55000000</valUSD>
        <pctVal>-0.06092975584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83687084.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>68990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1838537.55000000</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__05697997"/>
        </identifiers>
        <balance>6554649.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058233"/>
        <valUSD>4575.35000000</valUSD>
        <pctVal>0.000151628645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6554649.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4575.35000000</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__05812295"/>
        </identifiers>
        <balance>12390399.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>7370.93000000</valUSD>
        <pctVal>0.000244275111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12390399.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1220000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>7370.93000000</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>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1300.36000000</valUSD>
        <pctVal>0.000043094369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1175533.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1300.36000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05818347"/>
        </identifiers>
        <balance>396319.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>379.73000000</valUSD>
        <pctVal>0.000012584380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-396319.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>379.73000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05711640"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-4819.81000000</valUSD>
        <pctVal>-0.00015973013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7059772.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4819.81000000</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__05836273"/>
        </identifiers>
        <balance>430954.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1309.33000000</valUSD>
        <pctVal>-0.00004339163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430954.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-1309.33000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__05836044"/>
        </identifiers>
        <balance>1838398.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2835.61000000</valUSD>
        <pctVal>0.000093973073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1838398.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2280000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2835.61000000</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>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-130.37000000</valUSD>
        <pctVal>-0.00000432050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>698067.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-130.37000000</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>4630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55215000"/>
        <valUSD>1028.74000000</valUSD>
        <pctVal>0.000034092791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4630000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>542413.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1028.74000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__05832401"/>
        </identifiers>
        <balance>546249.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1224.60000000</valUSD>
        <pctVal>-0.00004058365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-546249.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-1224.60000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1413.97000000</valUSD>
        <pctVal>0.000046859443</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>1092759.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1413.97000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>3837.45000000</valUSD>
        <pctVal>0.000127174390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>589422.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3837.45000000</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__05805753"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4331.26000000</valUSD>
        <pctVal>-0.00014353942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9354138.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4331.26000000</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__05776562"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>6678.34000000</valUSD>
        <pctVal>0.000221322444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7056645.53000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>6678.34000000</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>240000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199240"/>
        <valUSD>4604.54000000</valUSD>
        <pctVal>0.000152596011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-240000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>334043.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4604.54000000</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__05685023"/>
        </identifiers>
        <balance>7003287.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434820"/>
        <valUSD>4679.88000000</valUSD>
        <pctVal>0.000155092805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7003287.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4679.88000000</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>23400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.80664530"/>
        <valUSD>53128.78000000</valUSD>
        <pctVal>0.001760705726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23400000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>6200273.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>53128.78000000</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>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>1421.93000000</valUSD>
        <pctVal>0.000047123240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>623074.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>1421.93000000</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>10870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60519999"/>
        <valUSD>-126.23000000</valUSD>
        <pctVal>-0.00000418330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10870000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1263063.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-126.23000000</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__05711608"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-7531.79000000</valUSD>
        <pctVal>-0.00024960606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8051009.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-7531.79000000</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>98000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51198157"/>
        <valUSD>-3746.01000000</valUSD>
        <pctVal>-0.00012414403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-98000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>130774.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3746.01000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>1799.53000000</valUSD>
        <pctVal>0.000059637032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>950520.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1799.53000000</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__05697968"/>
        </identifiers>
        <balance>9971498.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434817"/>
        <valUSD>3764.53000000</valUSD>
        <pctVal>0.000124757796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9971498.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>3764.53000000</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 Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBU1 COMDTY"/>
        </identifiers>
        <balance>-32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>289.80000000</valUSD>
        <pctVal>0.000009604069</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>GOLDMAN SACHS</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>2021-08-31</expDate>
            <notionalAmt>-2988539.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>289.80000000</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__05685032"/>
        </identifiers>
        <balance>8129652.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.60434812"/>
        <valUSD>4275.54000000</valUSD>
        <pctVal>0.000141692840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8129652.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4275.54000000</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>64000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.98999906"/>
        <valUSD>2609.41000000</valUSD>
        <pctVal>0.000086476729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-64000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>579237.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2609.41000000</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>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>564.27000000</valUSD>
        <pctVal>0.000018700098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>511074.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>564.27000000</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>101280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982688"/>
        <valUSD>21069.99000000</valUSD>
        <pctVal>0.000698266590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101280000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1380718.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>21069.99000000</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>101270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.48982652"/>
        <valUSD>21060.38000000</valUSD>
        <pctVal>0.000697948111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101270000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1380574.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-22</settlementDt>
            <unrealizedAppr>21060.38000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05756102"/>
        </identifiers>
        <balance>383028.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3015.11000000</valUSD>
        <pctVal>-0.00009992176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383028.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>428000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3015.11000000</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>431000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1126.27579479"/>
        <valUSD>-584.60000000</valUSD>
        <pctVal>-0.00001937384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-431000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382092.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-584.60000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__05749180"/>
        </identifiers>
        <balance>33217622.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>332207.35000000</valUSD>
        <pctVal>0.011009463866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33217622.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>669580000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>332207.35000000</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>6260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214997"/>
        <valUSD>2670.70000000</valUSD>
        <pctVal>0.000088507900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6260000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>734650.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2670.70000000</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__05836277"/>
        </identifiers>
        <balance>430608.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-963.37000000</valUSD>
        <pctVal>-0.00003192640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430608.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-963.37000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__05836353"/>
        </identifiers>
        <balance>1244160.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-854.85000000</valUSD>
        <pctVal>-0.00002833001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1244160.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-854.85000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736798"/>
        </identifiers>
        <balance>382858.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3732.39000000</valUSD>
        <pctVal>-0.00012369266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382858.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3732.39000000</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>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>370.99000000</valUSD>
        <pctVal>0.000012294733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>741046.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>370.99000000</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>6110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55214998"/>
        <valUSD>2077.80000000</valUSD>
        <pctVal>0.000068858994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6110000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>716518.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2077.80000000</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__05812341"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-3078.77000000</valUSD>
        <pctVal>-0.00010203147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7683315.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3078.77000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>-469.96000000</valUSD>
        <pctVal>-0.00001557463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>652682.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-469.96000000</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__05711685"/>
        </identifiers>
        <balance>33563163.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1129114.79000000</valUSD>
        <pctVal>-0.03741924578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33563163.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>277330000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-1129114.79000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812374"/>
        </identifiers>
        <balance>395061.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>264.64000000</valUSD>
        <pctVal>0.000008770259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395061.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>288000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>264.64000000</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__05788563"/>
        </identifiers>
        <balance>8707026.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058232"/>
        <valUSD>-9870.91000000</valUSD>
        <pctVal>-0.00032712529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8707026.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-9870.91000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__05812370"/>
        </identifiers>
        <balance>471646.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>549.01000000</valUSD>
        <pctVal>0.000018194376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-471646.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>344000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>549.01000000</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>90000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="110.99000047"/>
        <valUSD>2212.41000000</valUSD>
        <pctVal>0.000073320015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-90000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>813096.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>2212.41000000</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__05705779"/>
        </identifiers>
        <balance>24276813.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-972317.43000000</valUSD>
        <pctVal>-0.03222292827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24276813.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200520000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-972317.43000000</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__05749161"/>
        </identifiers>
        <balance>12126177.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058231"/>
        <valUSD>5489.52000000</valUSD>
        <pctVal>0.000181924548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12126177.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>5489.52000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__05697993"/>
        </identifiers>
        <balance>7284169.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>2303.97000000</valUSD>
        <pctVal>0.000076354344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7284169.44000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>2303.97000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__05832568"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84241093"/>
        <valUSD>998.01000000</valUSD>
        <pctVal>0.000033074388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7517682.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-08-18</settlementDt>
            <unrealizedAppr>998.01000000</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__05836290"/>
        </identifiers>
        <balance>429540.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>105.45000000</valUSD>
        <pctVal>0.000003494648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429540.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>105.45000000</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>111000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199718"/>
        <valUSD>-4235.02000000</valUSD>
        <pctVal>-0.00014034999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-111000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>148130.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4235.02000000</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__05776542"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>17260.57000000</valUSD>
        <pctVal>0.000572021123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>23682279.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>17260.57000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05788595"/>
        </identifiers>
        <balance>275964.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1942.12000000</valUSD>
        <pctVal>0.000064362513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-275964.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>313000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>1942.12000000</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   Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXU1 INDEX"/>
        </identifiers>
        <balance>26.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24636.00000000</valUSD>
        <pctVal>-0.00081644536</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>2021-09-15</expDate>
            <notionalAmt>571000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-24636.00000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__05724058"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289829"/>
        <valUSD>-4840.27000000</valUSD>
        <pctVal>-0.00016040818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2239644.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4840.27000000</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-BUND FUTURE  Sep21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C52GUE9"/>
        </identifiers>
        <balance>5999.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>2346691.08000000</valUSD>
        <pctVal>0.077770135583</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>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 10 Year Euro BUND Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-08</expDate>
            <notionalAmt>1232222729.41000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2346691.08000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__05836287"/>
        </identifiers>
        <balance>429949.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-303.48000000</valUSD>
        <pctVal>-0.00001005742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429949.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-303.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI INDIA ETF</title>
        <cusip>46429B598</cusip>
        <identifiers>
          <isin value="US46429B5984"/>
        </identifiers>
        <balance>19082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>844378.50000000</valUSD>
        <pctVal>0.027982988893</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>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84324100"/>
        <valUSD>4247.47000000</valUSD>
        <pctVal>0.000140762591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1071558.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>4247.47000000</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>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200099"/>
        <valUSD>-199.36000000</valUSD>
        <pctVal>-0.00000660685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>622923.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-199.36000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112701"/>
        <valUSD>-47.40000000</valUSD>
        <pctVal>-0.00000157085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>551965.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>-47.40000000</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>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.43112699"/>
        <valUSD>1070.09000000</valUSD>
        <pctVal>0.000035463144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>608982.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>1070.09000000</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__05765709"/>
        </identifiers>
        <balance>18295014.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.55058234"/>
        <valUSD>-4133.08000000</valUSD>
        <pctVal>-0.00013697166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18295014.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-4133.08000000</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>2740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72387700"/>
        <valUSD>3287.55000000</valUSD>
        <pctVal>0.000108950518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2740000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>3788461.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>3287.55000000</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__05685083"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84289828"/>
        <valUSD>-3740.90000000</valUSD>
        <pctVal>-0.00012397469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7474768.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3740.90000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05736801"/>
        </identifiers>
        <balance>382715.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3590.33000000</valUSD>
        <pctVal>-0.00011898474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382715.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-3590.33000000</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>284000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.51199988"/>
        <valUSD>4143.61000000</valUSD>
        <pctVal>0.000137320635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-284000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393979.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>4143.61000000</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>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.33200101"/>
        <valUSD>818.24000000</valUSD>
        <pctVal>0.000027116750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-880000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>661478.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-02</settlementDt>
            <unrealizedAppr>818.24000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__05818304"/>
        </identifiers>
        <balance>260269.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>767.50000000</valUSD>
        <pctVal>0.000025435209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260269.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>294000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>767.50000000</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__05705772"/>
        </identifiers>
        <balance>384840.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5714.40000000</valUSD>
        <pctVal>-0.00018937714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-384840.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>427000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2021-07-21</settlementDt>
            <unrealizedAppr>-5714.40000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__05833717"/>
        </identifiers>
        <balance>444114.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2003.35000000</valUSD>
        <pctVal>0.000066391696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-444114.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6370000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>2003.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deducting sales loads and redemption fees, if any." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-07-28</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>
</edgarSubmission>
