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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  Mar24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH4 COMDTY"/>
        </identifiers>
        <balance>-695.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14187.50000000</valUSD>
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        <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>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-03-18</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>14187.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>372720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-7310034.35000000</valUSD>
        <pctVal>-0.22742192675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-372720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>263689336.60000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-7310034.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06781723"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5125.77000000</valUSD>
        <pctVal>-0.00015946744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7368109.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5125.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750125"/>
        </identifiers>
        <balance>8083974.41000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5677.09000000</valUSD>
        <pctVal>0.000176619518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8083974.41000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5677.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724275"/>
        </identifiers>
        <balance>8780591.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-17151.34000000</valUSD>
        <pctVal>-0.00053359404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8780591.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17151.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732895"/>
        </identifiers>
        <balance>2336835.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28530.46000000</valUSD>
        <pctVal>-0.00088760898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2336835.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28530.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750115"/>
        </identifiers>
        <balance>12785872.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>9560.03000000</valUSD>
        <pctVal>0.000297421371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12785872.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9560.03000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831182"/>
        </identifiers>
        <balance>744530.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12074.34000000</valUSD>
        <pctVal>-0.00037564388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-744530.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12074.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>149000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500006"/>
        <valUSD>3379.68000000</valUSD>
        <pctVal>0.000105144969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1297287.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3379.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817065"/>
        </identifiers>
        <balance>71484.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5.96000000</valUSD>
        <pctVal>-0.00000018542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-71484.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817057"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1015.77000000</valUSD>
        <pctVal>0.000031601543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7526686.90000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>1015.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750085"/>
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        <balance>8536180.97000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-12193.83000000</valUSD>
        <pctVal>-0.00037936132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8536180.97000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697081"/>
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        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>0.000695770626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
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            <unrealizedAppr>22364.19000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>410000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499988"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-410000000.00000000</amtCurSold>
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            <unrealizedAppr>7249.65000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757464"/>
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        <balance>81339.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-611.17000000</valUSD>
        <pctVal>-0.00001901406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81339.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>96000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-611.17000000</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__06697127"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1897.98000000</valUSD>
        <pctVal>-0.00005904791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8427123.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1897.98000000</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__06831144"/>
        </identifiers>
        <balance>7395675.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076535"/>
        <valUSD>3348.83000000</valUSD>
        <pctVal>0.000104185197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7395675.44000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3348.83000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688925"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>7169.75000000</valUSD>
        <pctVal>0.000223057550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2599074.80000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7169.75000000</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__06805210"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1527.65000000</valUSD>
        <pctVal>0.000047526603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7428341.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1527.65000000</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>3680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05075353"/>
        <valUSD>174.67000000</valUSD>
        <pctVal>0.000005434145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3680000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>406770.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>174.67000000</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__06817083"/>
        </identifiers>
        <balance>21183583.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>70668.37000000</valUSD>
        <pctVal>0.002198558323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21183583.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31050000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>70668.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742298"/>
        </identifiers>
        <balance>2239045.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3876.19000000</valUSD>
        <pctVal>0.000120591854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2239045.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12540000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3876.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781758"/>
        </identifiers>
        <balance>684856.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11789.02000000</valUSD>
        <pctVal>-0.00036676731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-684856.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50660000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11789.02000000</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__06835693"/>
        </identifiers>
        <balance>8191585.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>4121.48000000</valUSD>
        <pctVal>0.000128223053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8191585.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4121.48000000</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__06742362"/>
        </identifiers>
        <balance>8811074.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
        <valUSD>4987.30000000</valUSD>
        <pctVal>0.000155159513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8811074.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4987.30000000</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__06688963"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>21316.01000000</valUSD>
        <pctVal>0.000663160777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8616645.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21316.01000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805298"/>
        </identifiers>
        <balance>459723.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7259.19000000</valUSD>
        <pctVal>0.000225840112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-459723.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34770000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7259.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1262.59000000</valUSD>
        <pctVal>0.000039280342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407426.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1262.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750080"/>
        </identifiers>
        <balance>9344728.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-12853.87000000</valUSD>
        <pctVal>-0.00039989577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9344728.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12853.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06769889"/>
        </identifiers>
        <balance>11883869.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-159129.22000000</valUSD>
        <pctVal>-0.00495065714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11883869.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1350000000.00000000</amtCurPur>
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            <unrealizedAppr>-159129.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799020"/>
        </identifiers>
        <balance>422344.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10121.71000000</valUSD>
        <pctVal>0.000314895755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-422344.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32200000.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>10121.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835606"/>
        </identifiers>
        <balance>1153946.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5997.99000000</valUSD>
        <pctVal>0.000186603014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1153946.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>5997.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>186000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499974"/>
        <valUSD>3457.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-186000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1618672.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3457.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750147"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4328.13000000</valUSD>
        <pctVal>-0.00013465212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7787248.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4328.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06831424"/>
        </identifiers>
        <balance>709516.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1530.49000000</valUSD>
        <pctVal>-0.00004761495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-709516.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6410000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1530.49000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1708.96000000</valUSD>
        <pctVal>-0.00005316732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>498079.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1708.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811850"/>
        </identifiers>
        <balance>1691444.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22459.90000000</valUSD>
        <pctVal>-0.00069874825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1691444.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125620000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22459.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705847"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>25914.37000000</valUSD>
        <pctVal>0.000806220008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7954821.41000000</amtCurPur>
            <curPur>NOK</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>215000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>-614.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-215000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757513"/>
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        <balance>10190094.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32247.79000000</valUSD>
        <pctVal>0.001003258559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10190094.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>92540000.00000000</amtCurPur>
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            <unrealizedAppr>32247.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835429"/>
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        <balance>474696.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2927.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-474696.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES RUSSELL MID-CAP E</title>
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        <identifiers>
          <isin value="US4642874998"/>
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        <balance>786174.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65260303.74000000</valUSD>
        <pctVal>2.030308382461</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>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXF2 INDEX"/>
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        <balance>-1179.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53114.50000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOE Volatility Index</indexName>
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            <curCd>USD</curCd>
            <unrealizedAppr>53114.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1040000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10718924.32000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>32138.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>680000.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
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            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732805"/>
        </identifiers>
        <balance>500000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
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            <amtCurPur>5061234.10000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>5010.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLG2 COMDTY"/>
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        <balance>1138.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1269080.00000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805292"/>
        </identifiers>
        <balance>370860.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6808.85000000</valUSD>
        <pctVal>0.000211829618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-370860.30000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>HONG KONG FUTURES EXCHANGE LTD.</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="HCF2 INDEX"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.79630000"/>
        <valUSD>-251475.89000000</valUSD>
        <pctVal>-0.00782364742</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>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HKG Hang Seng China Enterprise</indexName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724270"/>
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        <balance>8077334.46000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8077334.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17052.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724338"/>
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        <balance>7990781.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
        <valUSD>4596.00000000</valUSD>
        <pctVal>0.000142985808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7990781.76000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4596.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06811769"/>
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        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3456.07000000</valUSD>
        <pctVal>0.000107521532</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7957403.53000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>3456.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732793"/>
        </identifiers>
        <balance>1030000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14726.23000000</valUSD>
        <pctVal>0.000458146629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1030000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>NOK</curPur>
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            <unrealizedAppr>14726.23000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-725.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>537291.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-725.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>88000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499994"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817024"/>
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        <balance>1130000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>2090000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <balance>11970000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29692.34000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805291"/>
        </identifiers>
        <balance>474528.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8705.77000000</valUSD>
        <pctVal>0.000270844553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-474528.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35980000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8705.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742295"/>
        </identifiers>
        <balance>1874935.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3109.69000000</valUSD>
        <pctVal>0.000096745330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1874935.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3109.69000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799019"/>
        </identifiers>
        <balance>437077.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10565.21000000</valUSD>
        <pctVal>0.000328693450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-437077.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33330000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10565.21000000</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>131089.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6912322.97000000</valUSD>
        <pctVal>0.215048758034</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__06805215"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1389.71000000</valUSD>
        <pctVal>0.000043235162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7941989.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1389.71000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06716140"/>
        </identifiers>
        <balance>803383.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12468.91000000</valUSD>
        <pctVal>0.000387919317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-803383.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12468.91000000</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__06697159"/>
        </identifiers>
        <balance>415163.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4062.14000000</valUSD>
        <pctVal>-0.00012637693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415163.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>351000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4062.14000000</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__06775227"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1217.59000000</valUSD>
        <pctVal>-0.00003788035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7197530.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1217.59000000</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__06816991"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1827.26000000</valUSD>
        <pctVal>0.000056847747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7340991.69000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1827.26000000</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>334000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17515927"/>
        <valUSD>3085.08000000</valUSD>
        <pctVal>0.000095979690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>283952.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3085.08000000</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__06750042"/>
        </identifiers>
        <balance>2409599.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458668"/>
        <valUSD>-5709.03000000</valUSD>
        <pctVal>-0.00017761320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2409599.40000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5709.03000000</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__06716038"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24662.01000000</valUSD>
        <pctVal>0.000767257931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8244796.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24662.01000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1132.03000000</valUSD>
        <pctVal>0.000035218499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407295.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1132.03000000</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__06716068"/>
        </identifiers>
        <balance>1310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1727.45000000</valUSD>
        <pctVal>0.000053742566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13505931.01000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1727.45000000</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__06811816"/>
        </identifiers>
        <balance>405507.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>656.71000000</valUSD>
        <pctVal>0.000020430855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405507.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>656.71000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-1841.53000000</valUSD>
        <pctVal>-0.00005729170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>539024.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1841.53000000</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>10620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-37183.36000000</valUSD>
        <pctVal>-0.00115680870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1862324.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-37183.36000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831213"/>
        </identifiers>
        <balance>507465.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2898.63000000</valUSD>
        <pctVal>0.000090179059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-507465.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2898.63000000</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__06769880"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1543.28000000</valUSD>
        <pctVal>-0.00004801286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7606499.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1543.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805284"/>
        </identifiers>
        <balance>466565.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8610.44000000</valUSD>
        <pctVal>0.000267878748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-466565.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35380000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8610.44000000</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>2700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-26466.45000000</valUSD>
        <pctVal>-0.00082339572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3044922.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-26466.45000000</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>44970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670448"/>
        <valUSD>-14722.44000000</valUSD>
        <pctVal>-0.00045802871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44970000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>589252.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14722.44000000</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__06769868"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1569.26000000</valUSD>
        <pctVal>-0.00004882112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7297326.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1569.26000000</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__06835609"/>
        </identifiers>
        <balance>905064.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4696.31000000</valUSD>
        <pctVal>0.000146106545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-905064.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4696.31000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EV086"/>
        </identifiers>
        <balance>-184.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>163308.16000000</valUSD>
        <pctVal>0.005080667835</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>2022-03-18</expDate>
            <notionalAmt>-82808962.63000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>163308.16000000</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>76930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670463"/>
        <valUSD>-15677.80000000</valUSD>
        <pctVal>-0.00048775085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76930000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1017540.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15677.80000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EBR73"/>
        </identifiers>
        <balance>-74.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>22095.47000000</valUSD>
        <pctVal>0.000687410498</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Eurex 10 Year Euro BUND Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>22095.47000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__06799002"/>
        </identifiers>
        <balance>39063448.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>761748.06000000</valUSD>
        <pctVal>0.023698686382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39063448.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58180000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>761748.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697091"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23903.05000000</valUSD>
        <pctVal>0.000743645983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8137761.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23903.05000000</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__06805201"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10419.52000000</valUSD>
        <pctVal>0.000324160900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7216100.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10419.52000000</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__06811786"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>805.79000000</valUSD>
        <pctVal>0.000025068871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7524785.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>805.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>634.45000000</valUSD>
        <pctVal>0.000019738326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>695355.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>634.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>409000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399741"/>
        <valUSD>-10012.10000000</valUSD>
        <pctVal>-0.00031148568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-409000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>469020.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10012.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835498"/>
        </identifiers>
        <balance>929142.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3362.31000000</valUSD>
        <pctVal>0.000104604572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-929142.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3362.31000000</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>7970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-39619.20000000</valUSD>
        <pctVal>-0.00123258993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1385906.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-39619.20000000</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>4480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-17081.47000000</valUSD>
        <pctVal>-0.00053142032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4480000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>784217.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17081.47000000</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__06835881"/>
        </identifiers>
        <balance>740544.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-527.56000000</valUSD>
        <pctVal>-0.00001641287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740544.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6700000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-527.56000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06790273"/>
        </identifiers>
        <balance>511373.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13091.89000000</valUSD>
        <pctVal>0.000407300801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-511373.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39050000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13091.89000000</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__06835600"/>
        </identifiers>
        <balance>520421.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2691.18000000</valUSD>
        <pctVal>0.000083725097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520421.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2691.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.11219999"/>
        <valUSD>-27786.34000000</valUSD>
        <pctVal>-0.00086445872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5890000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>1864765.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27786.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>317000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400253"/>
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        <pctVal>0.000096914263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-317000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>374394.71000000</amtCurPur>
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            <unrealizedAppr>3115.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742305"/>
        </identifiers>
        <balance>2420459.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13844.52000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2420459.19000000</amtCurSold>
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            <amtCurPur>13610000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06688989"/>
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        <balance>10640548.88000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>44776594.06000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705886"/>
        </identifiers>
        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-526.63000000</valUSD>
        <pctVal>-0.00001638394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7409744.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-526.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180724"/>
        <valUSD>5354.24000000</valUSD>
        <pctVal>0.000166575356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53350000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>709720.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>5354.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092114"/>
        <valUSD>-23665.50000000</valUSD>
        <pctVal>-0.00073625558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6050000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1058445.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-23665.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817043"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1277.46000000</valUSD>
        <pctVal>0.000039742961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7014159.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1277.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>16220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.46499987"/>
        <valUSD>-1592.40000000</valUSD>
        <pctVal>-0.00004954103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16220000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>790980.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1592.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>31260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670365"/>
        <valUSD>-10160.47000000</valUSD>
        <pctVal>-0.00031610161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31260000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>409680.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10160.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716073"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>994.80000000</valUSD>
        <pctVal>0.000030949147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1250000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12881422.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>994.80000000</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__06697126"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1844.80000000</valUSD>
        <pctVal>-0.00005739343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7088873.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1844.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826012"/>
        </identifiers>
        <balance>522257.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3551.28000000</valUSD>
        <pctVal>0.000110483603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-522257.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39150000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3551.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835480"/>
        </identifiers>
        <balance>452904.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1976.15000000</valUSD>
        <pctVal>0.000061479853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-452904.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1976.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>66740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>20663.55000000</valUSD>
        <pctVal>0.000642862143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66740000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>7393033.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20663.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769871"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1967.70000000</valUSD>
        <pctVal>-0.00006121696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7499678.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1967.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790170"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13849.31000000</valUSD>
        <pctVal>0.000430864837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7547376.18000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13849.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732766"/>
        </identifiers>
        <balance>2038628.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2180.09000000</valUSD>
        <pctVal>0.000067824615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2038628.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11410000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2180.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06831406"/>
        </identifiers>
        <balance>816476.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3064.32000000</valUSD>
        <pctVal>0.000095333828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-816476.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7420000.00000000</amtCurPur>
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            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3064.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-20373.82000000</valUSD>
        <pctVal>-0.00063384837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6270000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1101087.18000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-20373.82000000</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__06775226"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1278.23000000</valUSD>
        <pctVal>-0.00003976691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7402940.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1278.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06790200"/>
        </identifiers>
        <balance>448142.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1614.88000000</valUSD>
        <pctVal>-0.00005024040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-448142.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>531000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1614.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-31665.86000000</valUSD>
        <pctVal>-0.00098515417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5990000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1039713.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-31665.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697117"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2019.45000000</valUSD>
        <pctVal>-0.00006282695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7190271.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2019.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790176"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14526.74000000</valUSD>
        <pctVal>0.000451940311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7754033.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14526.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06742358"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3894.97000000</valUSD>
        <pctVal>-0.00012117611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7482231.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3894.97000000</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__06724361"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3904.48000000</valUSD>
        <pctVal>-0.00012147198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9232794.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3904.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805208"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8065.90000000</valUSD>
        <pctVal>0.000250937605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8600110.11000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8065.90000000</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>39320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670371"/>
        <valUSD>-12936.18000000</valUSD>
        <pctVal>-0.00040245651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39320000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>515155.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12936.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835567"/>
        </identifiers>
        <balance>1586326.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5754.54000000</valUSD>
        <pctVal>0.000179029059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1586326.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5754.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1933.64000000</valUSD>
        <pctVal>0.000060157328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407256.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1933.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06790161"/>
        </identifiers>
        <balance>1088840.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23677.67000000</valUSD>
        <pctVal>0.000736634203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1088840.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6220000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23677.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670429"/>
        <valUSD>-13899.47000000</valUSD>
        <pctVal>-0.00043242536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52740000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694431.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13899.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705896"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-463.87000000</valUSD>
        <pctVal>-0.00001443142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8131168.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-463.87000000</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>395000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400486"/>
        <valUSD>-2578.85000000</valUSD>
        <pctVal>-0.00008023040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>460056.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2578.85000000</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__06750074"/>
        </identifiers>
        <balance>9748371.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-13112.36000000</valUSD>
        <pctVal>-0.00040793764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9748371.84000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13112.36000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817102"/>
        </identifiers>
        <balance>733136.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14232.13000000</valUSD>
        <pctVal>-0.00044277472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-733136.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54110000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14232.13000000</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__06817041"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>784.20000000</valUSD>
        <pctVal>0.000024397186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7627569.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>784.20000000</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>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-1101.21000000</valUSD>
        <pctVal>-0.00003425966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>660514.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1101.21000000</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>31980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670354"/>
        <valUSD>-10624.51000000</valUSD>
        <pctVal>-0.00033053832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31980000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>418886.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10624.51000000</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__06724320"/>
        </identifiers>
        <balance>15992274.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>8008.83000000</valUSD>
        <pctVal>0.000249162105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15992274.48000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1560000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8008.83000000</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__06817119"/>
        </identifiers>
        <balance>1088147.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19157.68000000</valUSD>
        <pctVal>-0.00059601313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1088147.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80460000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19157.68000000</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__06790180"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>14503.01000000</valUSD>
        <pctVal>0.000451202049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7553142.26000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14503.01000000</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__06835720"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4998.85000000</valUSD>
        <pctVal>-0.00015551884</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7163300.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4998.85000000</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__06805220"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1136.68000000</valUSD>
        <pctVal>0.000035363165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7630760.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1136.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1842.82000000</valUSD>
        <pctVal>0.000057331833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407165.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1842.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYH2 COMDTY"/>
        </identifiers>
        <balance>5244.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>381889.09000000</valUSD>
        <pctVal>0.011880922646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 10 Year US Treasury Note</issueTitle>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>381889.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775211"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-732.00000000</valUSD>
        <pctVal>-0.00002277319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7716823.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-732.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732885"/>
        </identifiers>
        <balance>1968749.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23549.98000000</valUSD>
        <pctVal>-0.00073266164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1968749.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>146410000.00000000</amtCurPur>
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            <unrealizedAppr>-23549.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716024"/>
        </identifiers>
        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>24445.08000000</valUSD>
        <pctVal>0.000760509038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
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            <amtCurPur>7440157.44000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>24445.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716114"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1966.30000000</valUSD>
        <pctVal>-0.00006117341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7602670.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1966.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817036"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1717.56000000</valUSD>
        <pctVal>0.000053434879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7018143.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1717.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705864"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23873.18000000</valUSD>
        <pctVal>0.000742716700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7635794.34000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23873.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688928"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6959.25000000</valUSD>
        <pctVal>0.000216508701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2368748.04000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6959.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>39400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-33913.71000000</valUSD>
        <pctVal>-0.00105508687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39400000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>26936054.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33913.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>43000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17507755"/>
        <valUSD>53.93000000</valUSD>
        <pctVal>0.000001677812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>36213.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>53.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836022"/>
        </identifiers>
        <balance>728082.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3321.56000000</valUSD>
        <pctVal>0.000103336802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-728082.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>540000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3321.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716067"/>
        </identifiers>
        <balance>1630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1437.31000000</valUSD>
        <pctVal>0.000044716042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>16798643.08000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>1437.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716059"/>
        </identifiers>
        <balance>1240000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <pctVal>0.000142802876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1240000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12810990.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4590.12000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724273"/>
        </identifiers>
        <balance>10730493.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-22074.77000000</valUSD>
        <pctVal>-0.00068676650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10730493.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22074.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>7790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-45229.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7790000.00000000</amtCurSold>
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            <unrealizedAppr>-45229.62000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757462"/>
        </identifiers>
        <balance>62705.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-477.21000000</valUSD>
        <pctVal>-0.00001484644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-62705.22000000</amtCurSold>
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            <amtCurPur>74000000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-477.21000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>940000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9473178.06000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>54670000.00000000</balance>
        <units>NC</units>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
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        <lei>N/A</lei>
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        </identifiers>
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        <units>NC</units>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
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        <lei>N/A</lei>
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        </identifiers>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>9844827.84000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9844827.84000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>7554136.82000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-7554136.82000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__06757434"/>
        </identifiers>
        <balance>740000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>0.000316735344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831211"/>
        </identifiers>
        <balance>758485.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4239.76000000</valUSD>
        <pctVal>0.000131902853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-758485.38000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835970"/>
        </identifiers>
        <balance>1144074.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7208.88000000</valUSD>
        <pctVal>0.000224274921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1144074.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7208.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750050"/>
        </identifiers>
        <balance>10071546.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-15623.76000000</valUSD>
        <pctVal>-0.00048606961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10071546.51000000</amtCurSold>
            <curSold>NOK</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697077"/>
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        <balance>940000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>2243077.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3421.79000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2243077.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06689007"/>
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        <balance>740000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-740000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06724286"/>
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        <balance>750000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-750000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>387000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400128"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-387000000.00000000</amtCurSold>
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            <amtCurPur>450099.44000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3166.18000000</unrealizedAppr>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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          <other otherDesc="Internal ID" value="CCTNOK__06732794"/>
        </identifiers>
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        <valUSD>8613.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-720000.00000000</amtCurSold>
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            <unrealizedAppr>8613.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTEUR__06697097"/>
        </identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>NOK</curSold>
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            <unrealizedAppr>-23064.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35050000.00000000</balance>
        <units>NC</units>
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        <valUSD>-349540.43000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <unrealizedAppr>-349540.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-399.69000000</valUSD>
        <pctVal>-0.00001243472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>537617.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-399.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716049"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>27760.98000000</valUSD>
        <pctVal>0.000863669752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9676902.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27760.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1026.79000000</valUSD>
        <pctVal>-0.00003194438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>519300.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1026.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-13784.36000000</valUSD>
        <pctVal>-0.00042884418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694412.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13784.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790246"/>
        </identifiers>
        <balance>4250748.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>93545.33000000</valUSD>
        <pctVal>0.002910281698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4250748.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38320000.00000000</amtCurPur>
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            <unrealizedAppr>93545.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>41980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670373"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-41980000.00000000</amtCurSold>
            <curSold>INR</curSold>
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            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>92000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406751"/>
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        <pctVal>0.000001957188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-92000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>798992.57000000</amtCurPur>
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            <settlementDt>2022-01-05</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750086"/>
        </identifiers>
        <balance>7913662.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
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        <pctVal>-0.00030714913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7913662.38000000</amtCurSold>
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            <amtCurPur>780000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499960"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-89000000.00000000</amtCurSold>
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            <amtCurPur>774950.80000000</amtCurPur>
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            <unrealizedAppr>2079.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811884"/>
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        <balance>437414.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8078.94000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
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        <balance>473195.28000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>110000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__06817115"/>
        </identifiers>
        <balance>813547.77000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-813547.77000000</amtCurSold>
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        </derivativeInfo>
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          <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"/>
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        <balance>252997.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9722674.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750090"/>
        </identifiers>
        <balance>6999351.44000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-8597.95000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6999351.44000000</amtCurSold>
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            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688923"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2330810.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8931.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716075"/>
        </identifiers>
        <balance>1780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1426.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>18317410.40000000</amtCurPur>
            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732799"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7031.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>NOK</curPur>
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            <unrealizedAppr>7031.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>86000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500064"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-86000000.00000000</amtCurSold>
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            <unrealizedAppr>1735.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06742360"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3847.95000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>SEK</curPur>
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            <unrealizedAppr>-3847.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688941"/>
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        <balance>9020617.76000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-9020617.76000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTMXN__06724365"/>
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        <balance>36722874.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1196646.26000000</valUSD>
        <pctVal>0.037228771447</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-36722874.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>778020000.00000000</amtCurPur>
            <curPur>MXN</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>66690000.00000000</balance>
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        <currencyConditional curCd="RUB" exchangeRt="75.26734042"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - SEK</title>
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      <invstOrSec>
        <name>OSAKA EXCHANGE</name>
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        <title>TOPIX INDX FUTR   Mar22</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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            <unrealizedAppr>360308.46000000</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__06724304"/>
        </identifiers>
        <balance>11355848.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>8269.10000000</valUSD>
        <pctVal>0.000257259345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11355848.34000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8269.10000000</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>171000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500004"/>
        <valUSD>3373.31000000</valUSD>
        <pctVal>0.000104946792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-171000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1488328.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3373.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835986"/>
        </identifiers>
        <balance>1456768.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6038.31000000</valUSD>
        <pctVal>0.000187857406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1456768.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6038.31000000</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>11900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-43182.52000000</valUSD>
        <pctVal>-0.00134344811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11900000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2085268.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-43182.52000000</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__06817088"/>
        </identifiers>
        <balance>749466.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15150.57000000</valUSD>
        <pctVal>-0.00047134823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-749466.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55270000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15150.57000000</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__06705888"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-200.33000000</valUSD>
        <pctVal>-0.00000623245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7412698.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-200.33000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805252"/>
        </identifiers>
        <balance>752187.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9900.01000000</valUSD>
        <pctVal>-0.00030799846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-752187.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9900.01000000</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__06805196"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>12980.36000000</valUSD>
        <pctVal>0.000403830999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7339029.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12980.36000000</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__06805214"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1216.69000000</valUSD>
        <pctVal>0.000037852350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7837443.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1216.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697057"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4067.28000000</valUSD>
        <pctVal>0.000126536840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2265289.11000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4067.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06750100"/>
        </identifiers>
        <balance>1430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>18142.11000000</valUSD>
        <pctVal>0.000564417814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>14508752.83000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18142.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688969"/>
        </identifiers>
        <balance>11645424.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>10407.91000000</valUSD>
        <pctVal>0.000323799702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11645424.22000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10407.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775236"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4127.71000000</valUSD>
        <pctVal>-0.00012841687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
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            <unrealizedAppr>-4127.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06811762"/>
        </identifiers>
        <balance>1191037.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23431.01000000</valUSD>
        <pctVal>0.000728960383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1191037.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6790000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23431.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805245"/>
        </identifiers>
        <balance>21635370.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>351384.11000000</valUSD>
        <pctVal>0.010931884516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21635370.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>193940000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>351384.11000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1007.17000000</valUSD>
        <pctVal>-0.00003133398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>505627.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1007.17000000</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__06811767"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5031.14000000</valUSD>
        <pctVal>0.000156523416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8272319.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5031.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805276"/>
        </identifiers>
        <balance>736108.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7107.46000000</valUSD>
        <pctVal>-0.00022111965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-736108.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7107.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805223"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1880.71000000</valUSD>
        <pctVal>0.000058510626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7637496.34000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1880.71000000</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__06775209"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-883.27000000</valUSD>
        <pctVal>-0.00002747934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7509495.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-883.27000000</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>118000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406853"/>
        <valUSD>-26.08000000</valUSD>
        <pctVal>-0.00000081137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-118000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1024688.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-26.08000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805279"/>
        </identifiers>
        <balance>520264.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10379.85000000</valUSD>
        <pctVal>0.000322926729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520264.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39510000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10379.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781756"/>
        </identifiers>
        <balance>933893.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15567.19000000</valUSD>
        <pctVal>-0.00048430967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-933893.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69120000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15567.19000000</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>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-14271.44000000</valUSD>
        <pctVal>-0.00044399769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>693925.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14271.44000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PTH2 INDEX"/>
        </identifiers>
        <balance>245.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26315000"/>
        <valUSD>894170.98000000</valUSD>
        <pctVal>0.027818485848</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>2022-03-17</expDate>
            <notionalAmt>48042529.96000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>894170.98000000</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750030"/>
        </identifiers>
        <balance>2357488.77000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-4168.57000000</valUSD>
        <pctVal>-0.00012968806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2357488.77000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4168.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-650.46000000</valUSD>
        <pctVal>-0.00002023641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>499137.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-650.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697132"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2313.10000000</valUSD>
        <pctVal>-0.00007196267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9350179.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2313.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-41115.92000000</valUSD>
        <pctVal>-0.00127915428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11900000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2087334.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-41115.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716027"/>
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        <balance>740000.00000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.46499996"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
        <balance>760000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <unrealizedAppr>-2078.28000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>38030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670442"/>
        <valUSD>-12446.48000000</valUSD>
        <pctVal>-0.00038722149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38030000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>498320.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12446.48000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835966"/>
        </identifiers>
        <balance>1507363.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9621.95000000</valUSD>
        <pctVal>0.000299347759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1507363.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9621.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817125"/>
        </identifiers>
        <balance>400822.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6125.63000000</valUSD>
        <pctVal>0.000190574012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400822.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30300000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6125.63000000</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__06724368"/>
        </identifiers>
        <balance>17684294.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>223363.67000000</valUSD>
        <pctVal>0.006949050273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17684294.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72250000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>223363.67000000</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__06817030"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2060.01000000</valUSD>
        <pctVal>0.000064088815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7021243.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2060.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790258"/>
        </identifiers>
        <balance>796350.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9953.30000000</valUSD>
        <pctVal>-0.00030965636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-796350.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59190000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9953.30000000</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__06750084"/>
        </identifiers>
        <balance>8024714.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-11087.00000000</valUSD>
        <pctVal>-0.00034492681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8024714.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11087.00000000</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__06688912"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10683.46000000</valUSD>
        <pctVal>0.000332372317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2383773.66000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10683.46000000</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>51200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670419"/>
        <valUSD>-18456.13000000</valUSD>
        <pctVal>-0.00057418726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51200000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>669191.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18456.13000000</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__06716065"/>
        </identifiers>
        <balance>1460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1934.44000000</valUSD>
        <pctVal>0.000060182216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>15052494.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1934.44000000</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__06716046"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>29308.93000000</valUSD>
        <pctVal>0.000911827908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10292601.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29308.93000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781740"/>
        </identifiers>
        <balance>826516.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14212.16000000</valUSD>
        <pctVal>-0.00044215343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-826516.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14212.16000000</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__06697135"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3873.63000000</valUSD>
        <pctVal>-0.00012051221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8821155.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3873.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06716129"/>
        </identifiers>
        <balance>11800891.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>4609.86000000</valUSD>
        <pctVal>0.000143417006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11800891.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1150000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4609.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-497.16000000</valUSD>
        <pctVal>-0.00001546710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>499290.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-497.16000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817131"/>
        </identifiers>
        <balance>602915.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8848.95000000</valUSD>
        <pctVal>0.000275299015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-602915.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45550000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8848.95000000</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__06697094"/>
        </identifiers>
        <balance>8039953.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-24190.21000000</valUSD>
        <pctVal>-0.00075257979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8039953.74000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24190.21000000</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__06705876"/>
        </identifiers>
        <balance>1230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>46326.70000000</valUSD>
        <pctVal>0.001441266466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1230000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12750547.77000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>46326.70000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8VP820"/>
        </identifiers>
        <balance>76.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>343857.25000000</valUSD>
        <pctVal>0.010697716943</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>2022-03-14</expDate>
            <notionalAmt>18145992.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>343857.25000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775225"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1184.13000000</valUSD>
        <pctVal>-0.00003683937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7094854.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1184.13000000</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__06750106"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5527.02000000</valUSD>
        <pctVal>-0.00017195070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8188312.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5527.02000000</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__06811795"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-646.91000000</valUSD>
        <pctVal>-0.00002012596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7305676.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-646.91000000</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__06724287"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11648.06000000</valUSD>
        <pctVal>0.000362381915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6925914.92000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11648.06000000</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>4730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-14764.07000000</valUSD>
        <pctVal>-0.00045932386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>831250.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14764.07000000</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>45000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>407.88000000</valUSD>
        <pctVal>0.000012689523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>391188.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>407.88000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-1007.49000000</valUSD>
        <pctVal>-0.00003134394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>529739.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1007.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732746"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2243.89000000</valUSD>
        <pctVal>0.000069809492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2349723.51000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2243.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769865"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2954.65000000</valUSD>
        <pctVal>-0.00009192189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7387764.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2954.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724342"/>
        </identifiers>
        <balance>7379270.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>3892.92000000</valUSD>
        <pctVal>0.000121112340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7379270.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3892.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835674"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>833.68000000</valUSD>
        <pctVal>0.000025936555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2389929.36000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>833.68000000</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__06716022"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>27086.57000000</valUSD>
        <pctVal>0.000842688234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8065501.86000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27086.57000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06817062"/>
        </identifiers>
        <balance>475792.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6181.25000000</valUSD>
        <pctVal>0.000192304402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-475792.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6181.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781747"/>
        </identifiers>
        <balance>785395.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13613.59000000</valUSD>
        <pctVal>-0.00042353137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-785395.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58090000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13613.59000000</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>13910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-55208.27000000</valUSD>
        <pctVal>-0.00171758031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13910000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2432753.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-55208.27000000</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__06775204"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>17756.43000000</valUSD>
        <pctVal>0.000552418953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7080136.23000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17756.43000000</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>484000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516452"/>
        <valUSD>488.36000000</valUSD>
        <pctVal>0.000015193331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-484000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407493.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>488.36000000</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__06811910"/>
        </identifiers>
        <balance>414281.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6189.45000000</valUSD>
        <pctVal>0.000192559511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-414281.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>359000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6189.45000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811907"/>
        </identifiers>
        <balance>474754.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6620.29000000</valUSD>
        <pctVal>0.000205963342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-474754.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>411000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6620.29000000</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__06817016"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1899.16000000</valUSD>
        <pctVal>0.000059084623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8461498.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1899.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757482"/>
        </identifiers>
        <balance>26321.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-253.20000000</valUSD>
        <pctVal>-0.00000787728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26321.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-253.20000000</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__06835459"/>
        </identifiers>
        <balance>905520.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4240.31000000</valUSD>
        <pctVal>0.000131919964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-905520.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4240.31000000</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__06811815"/>
        </identifiers>
        <balance>36101.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58.04000000</valUSD>
        <pctVal>0.000001805678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36101.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>58.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>325000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400685"/>
        <valUSD>-2179.14000000</valUSD>
        <pctVal>-0.00006779506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>378470.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2179.14000000</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__06732792"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13771.78000000</valUSD>
        <pctVal>0.000428452807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9754188.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13771.78000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06817081"/>
        </identifiers>
        <balance>7492795.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77267.34000000</valUSD>
        <pctVal>0.002403858381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7492795.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>155320000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>77267.34000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817117"/>
        </identifiers>
        <balance>1906917.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33329.56000000</valUSD>
        <pctVal>-0.00103691342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1906917.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141020000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33329.56000000</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>68030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180739"/>
        <valUSD>5205.12000000</valUSD>
        <pctVal>0.000161936095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68030000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>903388.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>5205.12000000</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__06811773"/>
        </identifiers>
        <balance>1480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6755.60000000</valUSD>
        <pctVal>0.000210172961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>14910018.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6755.60000000</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>49160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180789"/>
        <valUSD>6877.85000000</valUSD>
        <pctVal>0.000213976272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49160000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>655924.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>6877.85000000</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__06835513"/>
        </identifiers>
        <balance>872494.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3149.60000000</valUSD>
        <pctVal>0.000097986967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-872494.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3149.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799018"/>
        </identifiers>
        <balance>458460.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11208.31000000</valUSD>
        <pctVal>0.000348700886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-458460.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34970000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11208.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835975"/>
        </identifiers>
        <balance>1480468.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9428.13000000</valUSD>
        <pctVal>0.000293317840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1480468.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9428.13000000</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__06757475"/>
        </identifiers>
        <balance>812959.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7359.44000000</valUSD>
        <pctVal>-0.00022895898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-812959.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>958000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7359.44000000</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__06811813"/>
        </identifiers>
        <balance>41131.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73.39000000</valUSD>
        <pctVal>0.000002283230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41131.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>73.39000000</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>130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34814999"/>
        <valUSD>-385.41000000</valUSD>
        <pctVal>-0.00001199046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>96043.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>140000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500011"/>
        <valUSD>2804.20000000</valUSD>
        <pctVal>0.000087241254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1218556.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2804.20000000</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__06757432"/>
        </identifiers>
        <balance>17754373.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>105183.52000000</valUSD>
        <pctVal>0.003272356549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17754373.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>105183.52000000</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__06817085"/>
        </identifiers>
        <balance>38916266.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142715.43000000</valUSD>
        <pctVal>0.004440008967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38916266.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>353590000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>142715.43000000</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>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-14121.65000000</valUSD>
        <pctVal>-0.00043933758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694075.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14121.65000000</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__06724394"/>
        </identifiers>
        <balance>415550.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6791.48000000</valUSD>
        <pctVal>-0.00021128922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415550.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>349000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6791.48000000</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>5430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-11139.34000000</valUSD>
        <pctVal>-0.00034655516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5430000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>960078.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11139.34000000</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>4110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-14573.39000000</valUSD>
        <pctVal>-0.00045339163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4110000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>720546.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14573.39000000</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__06835894"/>
        </identifiers>
        <balance>870268.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2129.09000000</valUSD>
        <pctVal>-0.00006623795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870268.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7860000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-2129.09000000</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>956000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518212"/>
        <valUSD>8902.93000000</valUSD>
        <pctVal>0.000276978383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-956000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>812821.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8902.93000000</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__06835450"/>
        </identifiers>
        <balance>938680.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5196.12000000</valUSD>
        <pctVal>0.000161656097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-938680.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5196.12000000</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__06697058"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4370.19000000</valUSD>
        <pctVal>0.000135960651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2358302.22000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4370.19000000</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__06688917"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10250.19000000</valUSD>
        <pctVal>0.000318892887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2427921.08000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10250.19000000</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__06688920"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9342.28000000</valUSD>
        <pctVal>0.000290646967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2378362.56000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9342.28000000</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__06790188"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9424.48000000</valUSD>
        <pctVal>0.000293204285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7207323.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9424.48000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757480"/>
        </identifiers>
        <balance>371961.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3639.37000000</valUSD>
        <pctVal>-0.00011322416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-371961.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>438000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3639.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688914"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10658.05000000</valUSD>
        <pctVal>0.000331581788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2383671.15000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10658.05000000</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__06732741"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2418.97000000</valUSD>
        <pctVal>0.000075256393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2350429.86000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2418.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835709"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3272.96000000</valUSD>
        <pctVal>-0.00010182481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7899779.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3272.96000000</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__06811831"/>
        </identifiers>
        <balance>404807.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>515.66000000</valUSD>
        <pctVal>0.000016042659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404807.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>515.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716014"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>30284.78000000</valUSD>
        <pctVal>0.000942187504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8394734.70000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>30284.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835549"/>
        </identifiers>
        <balance>849225.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3675.29000000</valUSD>
        <pctVal>0.000114341669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-849225.00000000</amtCurSold>
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            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>3675.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI MEXICO ETF</title>
        <cusip>464286822</cusip>
        <identifiers>
          <isin value="US4642868222"/>
        </identifiers>
        <balance>168480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8525088.00000000</valUSD>
        <pctVal>0.265223369118</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__06811757"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5425.84000000</valUSD>
        <pctVal>0.000168802898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2224874.88000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5425.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831201"/>
        </identifiers>
        <balance>483157.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2493.73000000</valUSD>
        <pctVal>0.000077582245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-483157.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36160000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2493.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817135"/>
        </identifiers>
        <balance>402012.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5607.13000000</valUSD>
        <pctVal>0.000174442998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-402012.31000000</amtCurSold>
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            <amtCurPur>30350000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5607.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOG2 COMDTY"/>
        </identifiers>
        <balance>667.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2653723.80000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-01-31</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>2653723.80000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06724364"/>
        </identifiers>
        <balance>121961735.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1579047.33000000</valUSD>
        <pctVal>-0.04912562226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-121961735.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13861000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1579047.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670429"/>
        <valUSD>-14210.21000000</valUSD>
        <pctVal>-0.00044209277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-52740000.00000000</amtCurSold>
            <curSold>INR</curSold>
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            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06724393"/>
        </identifiers>
        <balance>571538.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9348.20000000</valUSD>
        <pctVal>-0.00029083114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-571538.12000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06835882"/>
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        <balance>822281.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-531.31000000</valUSD>
        <pctVal>-0.00001652954</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-822281.17000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTPLN__06697056"/>
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        <balance>500000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4516.50000000</valUSD>
        <pctVal>0.000140512490</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2312997.00000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>4516.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716006"/>
        </identifiers>
        <balance>900000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>34211.54000000</valUSD>
        <pctVal>0.001064352637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399361"/>
        <valUSD>-2062.85000000</valUSD>
        <pctVal>-0.00006417717</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>13823472.15000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>1350000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>8697.72000000</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__06750123"/>
        </identifiers>
        <balance>9316285.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>6057.22000000</valUSD>
        <pctVal>0.000188445714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9316285.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6057.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>44690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670389"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-44690000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>585440.36000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-14774.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732807"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5800.51000000</valUSD>
        <pctVal>0.000180459228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7476379.62000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>5800.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805212"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1025.52000000</valUSD>
        <pctVal>0.000031904875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7217837.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1025.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXH2 INDEX"/>
        </identifiers>
        <balance>-129.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>72863.50000000</valUSD>
        <pctVal>0.002266850847</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>
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            <expDate>2022-03-15</expDate>
            <notionalAmt>-3100300.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>72863.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>159000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499982"/>
        <valUSD>3666.76000000</valUSD>
        <pctVal>0.000114076293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1384414.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3666.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061941"/>
        <valUSD>-1053.61000000</valUSD>
        <pctVal>-0.00003277878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>594584.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1053.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811828"/>
        </identifiers>
        <balance>24361.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24.82000000</valUSD>
        <pctVal>0.000000772173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24361.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO STOXX 50     Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C47BQN9"/>
        </identifiers>
        <balance>3001.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>4749188.33000000</valUSD>
        <pctVal>0.147751639567</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>
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            <expDate>2022-03-18</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>4749188.33000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697073"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3725.26000000</valUSD>
        <pctVal>0.000115896282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2355700.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3725.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750135"/>
        </identifiers>
        <balance>7681825.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>4598.02000000</valUSD>
        <pctVal>0.000143048653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7681825.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4598.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>32560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670388"/>
        <valUSD>-9680.73000000</valUSD>
        <pctVal>-0.00030117646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-32560000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>427620.39000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835887"/>
        </identifiers>
        <balance>1189792.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>860.75000000</valUSD>
        <pctVal>0.000026778728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-1189792.95000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>7560000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114059"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7560000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>117000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>318.09000000</valUSD>
        <pctVal>0.000009896073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-117000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>98705.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>318.09000000</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>53610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734016"/>
        <valUSD>12837.21000000</valUSD>
        <pctVal>0.000399377471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53610000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>725098.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12837.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732838"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5027.30000000</valUSD>
        <pctVal>-0.00015640395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10149443.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5027.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826013"/>
        </identifiers>
        <balance>574202.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3986.24000000</valUSD>
        <pctVal>0.000124015611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-574202.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43050000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3986.24000000</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__06688977"/>
        </identifiers>
        <balance>11649847.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>9919.26000000</valUSD>
        <pctVal>0.000308597348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11649847.87000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9919.26000000</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>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>159.50000000</valUSD>
        <pctVal>0.000004962192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>610881.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>159.50000000</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__06816998"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>71.61000000</valUSD>
        <pctVal>0.000002227853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7325505.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>71.61000000</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>193810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530633"/>
        <valUSD>-110094.91000000</valUSD>
        <pctVal>-0.00342515443</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-193810000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>12006584.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-110094.91000000</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__06742286"/>
        </identifiers>
        <balance>2173086.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8863.14000000</valUSD>
        <pctVal>-0.00027574047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2173086.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8863.14000000</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>91670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-417578.81000000</valUSD>
        <pctVal>-0.01299126283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-91670000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>9974943.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-417578.81000000</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>491000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517333"/>
        <valUSD>756.62000000</valUSD>
        <pctVal>0.000023539147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-491000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>413647.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>756.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06831143"/>
        </identifiers>
        <balance>7294291.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>3467.10000000</valUSD>
        <pctVal>0.000107864686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7294291.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3467.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180722"/>
        <valUSD>9535.97000000</valUSD>
        <pctVal>0.000296672842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-56050000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>749550.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>9535.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769866"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2203.44000000</valUSD>
        <pctVal>-0.00006855105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7600523.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2203.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688937"/>
        </identifiers>
        <balance>7908235.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-20633.02000000</valUSD>
        <pctVal>-0.00064191232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7908235.87000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20633.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06732862"/>
        </identifiers>
        <balance>57750.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-568.40000000</valUSD>
        <pctVal>-0.00001768344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57750.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>68000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-568.40000000</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>4720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-22176.80000000</valUSD>
        <pctVal>-0.00068994075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4720000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>822049.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22176.80000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>962.09000000</valUSD>
        <pctVal>0.000029931509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407125.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>962.09000000</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__06775240"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2481.62000000</valUSD>
        <pctVal>-0.00007720549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7083108.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2481.62000000</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__06835893"/>
        </identifiers>
        <balance>713922.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-413.98000000</valUSD>
        <pctVal>-0.00001287930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-713922.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6460000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-413.98000000</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__06817013"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2069.05000000</valUSD>
        <pctVal>0.000064370058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8154097.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2069.05000000</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__06835714"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4321.06000000</valUSD>
        <pctVal>-0.00013443217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7684332.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4321.06000000</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__06811818"/>
        </identifiers>
        <balance>404824.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>498.66000000</valUSD>
        <pctVal>0.000015513773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404824.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>498.66000000</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>417000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400088"/>
        <valUSD>-2846.90000000</valUSD>
        <pctVal>-0.00008856969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-417000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>485555.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2846.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724245"/>
        </identifiers>
        <balance>1830474.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31472.72000000</valUSD>
        <pctVal>0.000979145415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1830474.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10410000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31472.72000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799012"/>
        </identifiers>
        <balance>449809.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11666.78000000</valUSD>
        <pctVal>0.000362964311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-449809.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34360000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11666.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805266"/>
        </identifiers>
        <balance>778785.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7401.57000000</valUSD>
        <pctVal>-0.00023026968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-778785.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58060000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7401.57000000</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__06724395"/>
        </identifiers>
        <balance>415541.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6783.06000000</valUSD>
        <pctVal>-0.00021102726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415541.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>349000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6783.06000000</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>230417691.25000000</valUSD>
        <pctVal>7.168507395799</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__06811781"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>604.75000000</valUSD>
        <pctVal>0.000018814331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7522966.09000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>604.75000000</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__06666846"/>
        </identifiers>
        <balance>2443515.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-14115.34000000</valUSD>
        <pctVal>-0.00043914127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2443515.36000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-14115.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076521"/>
        <valUSD>-9305.66000000</valUSD>
        <pctVal>-0.00028950768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>NOK</curSold>
            <amtCurPur>351207.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9305.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>101000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516220"/>
        <valUSD>116.30000000</valUSD>
        <pctVal>0.000003618200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-101000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>85049.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>116.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80423863"/>
        <valUSD>-0.53000000</valUSD>
        <pctVal>-0.00000001648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>17567.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-0.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06831147"/>
        </identifiers>
        <balance>7001095.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>2579.84000000</valUSD>
        <pctVal>0.000080261207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7001095.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2579.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757443"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4142.19000000</valUSD>
        <pctVal>-0.00012886736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8509786.65000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4142.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697076"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>28164.08000000</valUSD>
        <pctVal>0.000876210566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10081821.05000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>28164.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-2183.28000000</valUSD>
        <pctVal>-0.00006792385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>511297.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-2183.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06790206"/>
        </identifiers>
        <balance>28707.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-116.70000000</valUSD>
        <pctVal>-0.00000363064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28707.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-116.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2252000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114056"/>
        <valUSD>305802.66000000</valUSD>
        <pctVal>0.009513803466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2252000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>19864406.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>305802.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835447"/>
        </identifiers>
        <balance>825732.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4424.08000000</valUSD>
        <pctVal>0.000137637218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-825732.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>4424.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836004"/>
        </identifiers>
        <balance>1080704.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1080704.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2856.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750077"/>
        </identifiers>
        <balance>6906912.59000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
        <valUSD>-9493.78000000</valUSD>
        <pctVal>-0.00029536027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6906912.59000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>29260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670399"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-29260000.00000000</amtCurSold>
            <curSold>INR</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06716125"/>
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        <balance>7390704.24000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271932"/>
        <valUSD>2629.91000000</valUSD>
        <pctVal>0.000081818931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>720000.00000000</amtCurPur>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>29810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670459"/>
        <valUSD>-9229.36000000</valUSD>
        <pctVal>-0.00028713392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29810000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>391137.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9229.36000000</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__06805177"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5439.42000000</valUSD>
        <pctVal>0.000169225384</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2270825.13000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5439.42000000</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>53750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180716"/>
        <valUSD>7521.93000000</valUSD>
        <pctVal>0.000234014196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53750000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>717169.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>7521.93000000</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__06666848"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>16900.53000000</valUSD>
        <pctVal>0.000525791112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2408856.99000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16900.53000000</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__06732804"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7868.81000000</valUSD>
        <pctVal>0.000244805953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8397690.17000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7868.81000000</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__06799030"/>
        </identifiers>
        <balance>556790.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13205.44000000</valUSD>
        <pctVal>0.000410833446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-556790.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>42440000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13205.44000000</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>25009.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>534192.24000000</valUSD>
        <pctVal>0.016619214446</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 JUN23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM3 COMDTY"/>
        </identifiers>
        <balance>794.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22150.00000000</valUSD>
        <pctVal>0.000689106977</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>2023-06-19</expDate>
            <notionalAmt>195758400.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>22150.00000000</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__06732833"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4480.38000000</valUSD>
        <pctVal>-0.00013938876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9433539.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4480.38000000</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__06835706"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5353.00000000</valUSD>
        <pctVal>-0.00016653677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7366052.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5353.00000000</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__06750132"/>
        </identifiers>
        <balance>7780952.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>5023.51000000</valUSD>
        <pctVal>0.000156286040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7780952.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5023.51000000</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>4070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092115"/>
        <valUSD>-14737.90000000</valUSD>
        <pctVal>-0.00045850969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>713228.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14737.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670422"/>
        <valUSD>-9220.46000000</valUSD>
        <pctVal>-0.00028685703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30560000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>401219.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9220.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06835823"/>
        </identifiers>
        <balance>18079236.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46123.44000000</valUSD>
        <pctVal>0.001434942859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18079236.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24930000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>46123.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06757519"/>
        </identifiers>
        <balance>732730.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11435.17000000</valUSD>
        <pctVal>-0.00035575871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732730.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11435.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805297"/>
        </identifiers>
        <balance>740300.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11545.42000000</valUSD>
        <pctVal>0.000359188689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740300.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55980000.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>11545.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>64.74000000</valUSD>
        <pctVal>0.000002014121</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-540000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>392671.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>64.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCH2 COMDTY"/>
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        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8460.00000000</valUSD>
        <pctVal>0.000263198421</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>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-16</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>8460.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>41000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499891"/>
        <valUSD>796.38000000</valUSD>
        <pctVal>0.000024776118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-41000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>356838.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>796.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811861"/>
        </identifiers>
        <balance>812912.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11369.95000000</valUSD>
        <pctVal>-0.00035372965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-812912.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60330000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11369.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799029"/>
        </identifiers>
        <balance>394810.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9451.76000000</valUSD>
        <pctVal>0.000294052991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394810.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30100000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9451.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>216.27000000</valUSD>
        <pctVal>0.000006728359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>479465.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>216.27000000</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__06757483"/>
        </identifiers>
        <balance>406711.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3910.96000000</valUSD>
        <pctVal>-0.00012167358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406711.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3910.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06757437"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9667.06000000</valUSD>
        <pctVal>0.000300751173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6808100.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9667.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742321"/>
        </identifiers>
        <balance>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6734.67000000</valUSD>
        <pctVal>0.000209521809</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1360000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13705745.30000000</amtCurPur>
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            <unrealizedAppr>6734.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>770000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>770000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-770000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>6850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-6850000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        <balance>680000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-680000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>1120000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406876"/>
        <valUSD>553.78000000</valUSD>
        <pctVal>0.000017228607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>677907.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>553.78000000</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>5400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-22784.87000000</valUSD>
        <pctVal>-0.00070885837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>943066.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22784.87000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06790205"/>
        </identifiers>
        <balance>407823.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1659.58000000</valUSD>
        <pctVal>-0.00005163106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407823.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1659.58000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781766"/>
        </identifiers>
        <balance>889198.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14715.84000000</valUSD>
        <pctVal>-0.00045782338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-889198.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65820000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14715.84000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00JBVSC167"/>
        </identifiers>
        <balance>-103.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73830650"/>
        <valUSD>-4523.87000000</valUSD>
        <pctVal>-0.00014074177</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE 100 Index Future</indexName>
                <indexIdentifier>UKX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-03-18</expDate>
            <notionalAmt>-10213075.47000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-4523.87000000</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__06697065"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3667.57000000</valUSD>
        <pctVal>0.000114101493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2217780.96000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3667.57000000</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__06705846"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>26375.48000000</valUSD>
        <pctVal>0.000820565566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7958888.78000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>26375.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811839"/>
        </identifiers>
        <balance>793005.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11657.29000000</valUSD>
        <pctVal>-0.00036266906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-793005.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58810000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11657.29000000</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>255000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400993"/>
        <valUSD>2257.07000000</valUSD>
        <pctVal>0.000070219534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-255000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>300920.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2257.07000000</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>331000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399343"/>
        <valUSD>3081.93000000</valUSD>
        <pctVal>0.000095881691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-331000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390758.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3081.93000000</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__06757445"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4638.75000000</valUSD>
        <pctVal>-0.00014431580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7166560.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4638.75000000</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__06688953"/>
        </identifiers>
        <balance>6967372.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-16348.05000000</valUSD>
        <pctVal>-0.00050860294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6967372.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16348.05000000</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__06781683"/>
        </identifiers>
        <balance>370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4187.01000000</valUSD>
        <pctVal>0.000130261751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-370000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1715026.22000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4187.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705911"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6121.22000000</valUSD>
        <pctVal>0.000190436813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11795057.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6121.22000000</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>92000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17514546"/>
        <valUSD>336.91000000</valUSD>
        <pctVal>0.000010481581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-92000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>77701.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>336.91000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06742369"/>
        </identifiers>
        <balance>34278612.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1009029.69000000</valUSD>
        <pctVal>0.031391846503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34278612.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>724020000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1009029.69000000</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__06835842"/>
        </identifiers>
        <balance>810156.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1610.52000000</valUSD>
        <pctVal>-0.00005010476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-810156.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7130000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1610.52000000</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__06805221"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1048.67000000</valUSD>
        <pctVal>0.000032625093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7526984.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1048.67000000</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__06816988"/>
        </identifiers>
        <balance>23013903.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>174836.56000000</valUSD>
        <pctVal>0.005439327017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23013903.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21120000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>174836.56000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>251.00000000</valUSD>
        <pctVal>0.000007808842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>589161.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>251.00000000</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__06790263"/>
        </identifiers>
        <balance>861353.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8127.93000000</valUSD>
        <pctVal>-0.00025286741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-861353.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64220000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8127.93000000</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__06835528"/>
        </identifiers>
        <balance>826170.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3986.08000000</valUSD>
        <pctVal>0.000124010633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-826170.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3986.08000000</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__06757488"/>
        </identifiers>
        <balance>366663.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3386.18000000</valUSD>
        <pctVal>-0.00010534719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366663.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>432000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3386.18000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697046"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3713.56000000</valUSD>
        <pctVal>0.000115532284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2309757.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3713.56000000</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>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-1715.13000000</valUSD>
        <pctVal>-0.00005335927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>539151.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1715.13000000</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>408000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399921"/>
        <valUSD>-4571.02000000</valUSD>
        <pctVal>-0.00014220865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-408000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>473290.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4571.02000000</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>83000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17512509"/>
        <valUSD>218.44000000</valUSD>
        <pctVal>0.000006795870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>70014.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>218.44000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817142"/>
        </identifiers>
        <balance>740193.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10175.82000000</valUSD>
        <pctVal>0.000316579167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740193.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10175.82000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06798974"/>
        </identifiers>
        <balance>4030308.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100620.66000000</valUSD>
        <pctVal>0.003130401756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4030308.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3050000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>100620.66000000</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__06742317"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3560.92000000</valUSD>
        <pctVal>0.000110783513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7857987.54000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>3560.92000000</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__06750070"/>
        </identifiers>
        <balance>7118166.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-10692.34000000</valUSD>
        <pctVal>-0.00033264858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7118166.30000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10692.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-19225.23000000</valUSD>
        <pctVal>-0.00059811467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5380000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>943049.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19225.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705875"/>
        </identifiers>
        <balance>1170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>44085.04000000</valUSD>
        <pctVal>0.001371526350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1170000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12128730.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>44085.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>333000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398906"/>
        <valUSD>-8195.45000000</valUSD>
        <pctVal>-0.00025496802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-333000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>381823.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8195.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-36483.44000000</valUSD>
        <pctVal>-0.00113503354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8100000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1412293.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36483.44000000</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>337000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500010"/>
        <valUSD>7925.00000000</valUSD>
        <pctVal>0.000246554076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2934415.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7925.00000000</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>453000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516684"/>
        <valUSD>1564.89000000</valUSD>
        <pctVal>0.000048685174</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>382501.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1564.89000000</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__06835510"/>
        </identifiers>
        <balance>1019475.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4005.34000000</valUSD>
        <pctVal>0.000124609830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1019475.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4005.34000000</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 Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FREN02825619"/>
        </identifiers>
        <balance>-648.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>-39714.68000000</valUSD>
        <pctVal>-0.00123556041</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>
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            <expDate>2022-01-21</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-39714.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835990"/>
        </identifiers>
        <balance>997919.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4374.16000000</valUSD>
        <pctVal>0.000136084161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-997919.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4374.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670429"/>
        <valUSD>-14226.65000000</valUSD>
        <pctVal>-0.00044260423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-52740000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694104.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14226.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831212"/>
        </identifiers>
        <balance>758742.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4116.87000000</valUSD>
        <pctVal>0.000128079631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-758742.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4116.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>20360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-233231.27000000</valUSD>
        <pctVal>-0.00725604043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-20360000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>14867456.19000000</amtCurPur>
            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732827"/>
        </identifiers>
        <balance>1270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6746.57000000</valUSD>
        <pctVal>-0.00020989202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1270000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13017300.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6746.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2652.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>860000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-860000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        </identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-770000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7824237.96000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>11110.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835414"/>
        </identifiers>
        <balance>1063102.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5865.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1063102.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>5865.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>1120000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>EUR</curSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>830000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>1641545.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>481520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-1442843.93000000</valUSD>
        <pctVal>-0.04488820857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-481520000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>53146523.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1442843.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716060"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2938.10000000</valUSD>
        <pctVal>0.000091407007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9706655.26000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2938.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732826"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6124.18000000</valUSD>
        <pctVal>-0.00019052890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11478244.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6124.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781772"/>
        </identifiers>
        <balance>911112.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14176.68000000</valUSD>
        <pctVal>-0.00044104962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-911112.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67510000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14176.68000000</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>45000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>305.89000000</valUSD>
        <pctVal>0.000009516520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>391086.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>305.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799024"/>
        </identifiers>
        <balance>417673.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10092.22000000</valUSD>
        <pctVal>0.000313978294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-417673.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31850000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10092.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775230"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1807.43000000</valUSD>
        <pctVal>-0.00005623081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7192191.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1807.43000000</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__06781718"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9559.58000000</valUSD>
        <pctVal>0.000297407371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7108174.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9559.58000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06799010"/>
        </identifiers>
        <balance>773341.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6341.89000000</valUSD>
        <pctVal>-0.00019730206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-773341.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57730000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6341.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831205"/>
        </identifiers>
        <balance>714085.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4050.08000000</valUSD>
        <pctVal>0.000126001733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-714085.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53470000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4050.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769874"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2722.81000000</valUSD>
        <pctVal>-0.00008470913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7389863.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2722.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817051"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>741.58000000</valUSD>
        <pctVal>0.000023071239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7112287.47000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>741.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06750149"/>
        </identifiers>
        <balance>62837672.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1279760.10000000</valUSD>
        <pctVal>0.039814519848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-62837672.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47340000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1279760.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781762"/>
        </identifiers>
        <balance>745276.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13086.52000000</valUSD>
        <pctVal>-0.00040713373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-745276.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55110000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13086.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06666851"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908121"/>
        <valUSD>951.21000000</valUSD>
        <pctVal>0.000029593022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>141524.22000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>951.21000000</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__06825950"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4463.70000000</valUSD>
        <pctVal>0.000138869833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>5204200.31000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4463.70000000</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__06732856"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3579.34000000</valUSD>
        <pctVal>-0.00011135657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7073171.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3579.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716012"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>31435.95000000</valUSD>
        <pctVal>0.000978001467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9006933.39000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31435.95000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1523.28000000</valUSD>
        <pctVal>-0.00004739064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>511957.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1523.28000000</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__06811843"/>
        </identifiers>
        <balance>707126.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10011.55000000</valUSD>
        <pctVal>-0.00031146857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-707126.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52470000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10011.55000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781768"/>
        </identifiers>
        <balance>742879.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12017.96000000</valUSD>
        <pctVal>-0.00037388984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-742879.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55010000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12017.96000000</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__06724353"/>
        </identifiers>
        <balance>9958982.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>3315.39000000</valUSD>
        <pctVal>0.000103144847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9958982.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3315.39000000</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__06732860"/>
        </identifiers>
        <balance>3686811.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20594.81000000</valUSD>
        <pctVal>-0.00064072357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3686811.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11410000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20594.81000000</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__06835779"/>
        </identifiers>
        <balance>467745.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1865.73000000</valUSD>
        <pctVal>0.000058044585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-467745.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35070000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1865.73000000</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>43880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670446"/>
        <valUSD>-11072.57000000</valUSD>
        <pctVal>-0.00034447788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43880000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>578263.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11072.57000000</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__06831146"/>
        </identifiers>
        <balance>6792918.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>3429.60000000</valUSD>
        <pctVal>0.000106698026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6792918.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3429.60000000</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__06724289"/>
        </identifiers>
        <balance>8301915.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>4353.47000000</valUSD>
        <pctVal>0.000135440476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8301915.34000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4353.47000000</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>2449000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114057"/>
        <valUSD>179669.52000000</valUSD>
        <pctVal>0.005589684871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2449000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>21449217.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>179669.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>380000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>-7999.06000000</valUSD>
        <pctVal>-0.00024885815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>437067.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7999.06000000</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__06732772"/>
        </identifiers>
        <balance>1938150.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1081.96000000</valUSD>
        <pctVal>-0.00003366077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1938150.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10830000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1081.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06724257"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>16150.78000000</valUSD>
        <pctVal>0.000502465697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7266654.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16150.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835967"/>
        </identifiers>
        <balance>996173.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6120.56000000</valUSD>
        <pctVal>0.000190416280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-996173.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6120.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750107"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5509.18000000</valUSD>
        <pctVal>-0.00017139568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8188473.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5509.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724298"/>
        </identifiers>
        <balance>9730992.03000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>5749.08000000</valUSD>
        <pctVal>0.000178859193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9730992.03000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5749.08000000</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__06769913"/>
        </identifiers>
        <balance>2677162.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49263.08000000</valUSD>
        <pctVal>0.001532619962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2677162.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11000000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>49263.08000000</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__06811766"/>
        </identifiers>
        <balance>26521874.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>85452.73000000</valUSD>
        <pctVal>0.002658513431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26521874.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>85452.73000000</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>35030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670412"/>
        <valUSD>-11474.26000000</valUSD>
        <pctVal>-0.00035697483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35030000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>459000.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11474.26000000</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__06811801"/>
        </identifiers>
        <balance>201555.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>265.22000000</valUSD>
        <pctVal>0.000008251239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-201555.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>240000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>265.22000000</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>4670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088419"/>
        <valUSD>-23269.47000000</valUSD>
        <pctVal>-0.00072393472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4670000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>3173424.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-23269.47000000</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>42220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670370"/>
        <valUSD>-11058.14000000</valUSD>
        <pctVal>-0.00034402895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42220000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>555982.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11058.14000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757472"/>
        </identifiers>
        <balance>228276.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2068.81000000</valUSD>
        <pctVal>-0.00006436259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-228276.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>269000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2068.81000000</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__06835432"/>
        </identifiers>
        <balance>859073.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5198.69000000</valUSD>
        <pctVal>0.000161736052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-859073.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5198.69000000</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__06732795"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9677.66000000</valUSD>
        <pctVal>0.000301080949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8212964.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9677.66000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06775264"/>
        </identifiers>
        <balance>941752.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10804.70000000</valUSD>
        <pctVal>-0.00033614420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-941752.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70070000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10804.70000000</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>163000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17515018"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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            <counterparties>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ishares Trust</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTSEK__06811836"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Ishares Inc</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="INR" exchangeRt="74.45670410"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742361"/>
        </identifiers>
        <balance>9629599.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>5573.77000000</valUSD>
        <pctVal>0.000173405137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9629599.70000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5573.77000000</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__06732842"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3402.83000000</valUSD>
        <pctVal>-0.00010586518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7486686.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3402.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697102"/>
        </identifiers>
        <balance>8782018.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>-28688.60000000</valUSD>
        <pctVal>-0.00089252886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8782018.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28688.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835712"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3122.70000000</valUSD>
        <pctVal>-0.00009715008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8621995.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3122.70000000</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>37940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-359502.51000000</valUSD>
        <pctVal>-0.01118445544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37940000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>25611070.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-359502.51000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06781793"/>
        </identifiers>
        <balance>461088.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>375.87000000</valUSD>
        <pctVal>0.000011693663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-461088.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>394000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>375.87000000</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__06811755"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5150.83000000</valUSD>
        <pctVal>0.000160247083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2407347.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5150.83000000</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>7840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-33660.35000000</valUSD>
        <pctVal>-0.00104720460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7840000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1368613.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33660.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06742377"/>
        </identifiers>
        <balance>96387.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1259.78000000</valUSD>
        <pctVal>-0.00003919292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-96387.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1259.78000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799023"/>
        </identifiers>
        <balance>571823.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13617.28000000</valUSD>
        <pctVal>0.000423646169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-571823.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43590000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13617.28000000</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__06835700"/>
        </identifiers>
        <balance>6994188.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
        <valUSD>3362.87000000</valUSD>
        <pctVal>0.000104621994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6994188.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3362.87000000</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>8540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-45750.72000000</valUSD>
        <pctVal>-0.00142334719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8540000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1481725.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-45750.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-36518.37000000</valUSD>
        <pctVal>-0.00113612025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1465917.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36518.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1225.68000000</valUSD>
        <pctVal>0.000038132037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406548.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1225.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835880"/>
        </identifiers>
        <balance>756381.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-901.43000000</valUSD>
        <pctVal>-0.00002804432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-756381.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6840000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-901.43000000</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__06742336"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2578.54000000</valUSD>
        <pctVal>0.000080220763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-230000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2330581.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2578.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742292"/>
        </identifiers>
        <balance>2134620.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2773.36000000</valUSD>
        <pctVal>0.000086281793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2134620.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11950000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2773.36000000</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__06835827"/>
        </identifiers>
        <balance>748220.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1357.57000000</valUSD>
        <pctVal>0.000042235257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-748220.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6610000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1357.57000000</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__06805204"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10438.74000000</valUSD>
        <pctVal>0.000324758852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7617633.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10438.74000000</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__06790262"/>
        </identifiers>
        <balance>682804.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6680.78000000</valUSD>
        <pctVal>-0.00020784524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-682804.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50890000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6680.78000000</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__06750039"/>
        </identifiers>
        <balance>2409597.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458664"/>
        <valUSD>-5708.52000000</valUSD>
        <pctVal>-0.00017759733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2409597.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5708.52000000</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__06716071"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1266.66000000</valUSD>
        <pctVal>0.000039406963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11030255.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1266.66000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697062"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5274.88000000</valUSD>
        <pctVal>0.000164106393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2361952.29000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5274.88000000</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__06742352"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3822.46000000</valUSD>
        <pctVal>-0.00011892026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7276929.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3822.46000000</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__06805272"/>
        </identifiers>
        <balance>730705.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8612.47000000</valUSD>
        <pctVal>-0.00026794190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730705.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8612.47000000</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>370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
        <valUSD>-1167.60000000</valUSD>
        <pctVal>-0.00003632511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-370000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>273282.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1167.60000000</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__06817150"/>
        </identifiers>
        <balance>378889.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1759.97000000</valUSD>
        <pctVal>0.000054754293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378889.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>325000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1759.97000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836023"/>
        </identifiers>
        <balance>1537768.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6305.38000000</valUSD>
        <pctVal>0.000196166201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1537768.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6305.38000000</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__06742316"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3434.88000000</valUSD>
        <pctVal>0.000106862292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8057557.28000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3434.88000000</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>473000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516724"/>
        <valUSD>1822.25000000</valUSD>
        <pctVal>0.000056691882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-473000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>399576.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1822.25000000</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__06757468"/>
        </identifiers>
        <balance>383317.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3222.48000000</valUSD>
        <pctVal>-0.00010025433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383317.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>452000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3222.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE (FLOOR)</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESH2 INDEX"/>
        </identifiers>
        <balance>1102.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-727262.50000000</valUSD>
        <pctVal>-0.02262580872</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>CME Standard &amp; Poor's 500 Inde</indexName>
                <indexIdentifier>SPX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-03-18</expDate>
            <notionalAmt>262920612.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-727262.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697100"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>23790.90000000</valUSD>
        <pctVal>0.000740156893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7735409.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23790.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811898"/>
        </identifiers>
        <balance>734737.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13214.17000000</valUSD>
        <pctVal>0.000411105045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734737.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13214.17000000</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__06757476"/>
        </identifiers>
        <balance>5094.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48.50000000</valUSD>
        <pctVal>-0.00000150887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5094.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-48.50000000</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>97000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406754"/>
        <valUSD>842.56000000</valUSD>
        <pctVal>0.000026212820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>843192.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>842.56000000</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__06835869"/>
        </identifiers>
        <balance>723032.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-670.70000000</valUSD>
        <pctVal>-0.00002086609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723032.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6370000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-670.70000000</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) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USH2 COMDTY"/>
        </identifiers>
        <balance>1930.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1262871.25000000</valUSD>
        <pctVal>0.039289092111</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>2022-03-22</expDate>
            <notionalAmt>308382468.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1262871.25000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817022"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2898.02000000</valUSD>
        <pctVal>0.000090160081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9706292.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2898.02000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826001"/>
        </identifiers>
        <balance>670726.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5371.59000000</valUSD>
        <pctVal>0.000167115130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-670726.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50340000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5371.59000000</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__06716123"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3249.75000000</valUSD>
        <pctVal>-0.00010110272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7694031.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3249.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757489"/>
        </identifiers>
        <balance>385269.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3492.24000000</valUSD>
        <pctVal>-0.00010864681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-385269.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>454000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3492.24000000</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__06705851"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22425.54000000</valUSD>
        <pctVal>0.000697679281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7020980.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22425.54000000</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__06688994"/>
        </identifiers>
        <balance>7574688.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>5057.26000000</valUSD>
        <pctVal>0.000157336034</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7574688.84000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5057.26000000</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>105000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>-62.80000000</valUSD>
        <pctVal>-0.00000195376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-105000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>911759.09000000</amtCurPur>
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            <unrealizedAppr>-62.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499964"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-80000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716040"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>25553.70000000</valUSD>
        <pctVal>0.000794999231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8654025.24000000</amtCurPur>
            <curPur>NOK</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705890"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1762.32000000</valUSD>
        <pctVal>-0.00005482740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7501537.67000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1762.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732830"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5106.17000000</valUSD>
        <pctVal>-0.00015885766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1100000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11281502.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5106.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>SUGAR #11 (WORLD) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBH2 COMDTY"/>
        </identifiers>
        <balance>-1279.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142945.60000000</valUSD>
        <pctVal>0.004447169769</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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-02-28</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>142945.60000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799021"/>
        </identifiers>
        <balance>466766.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11095.41000000</valUSD>
        <pctVal>0.000345188462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-466766.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35580000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11095.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06724370"/>
        </identifiers>
        <balance>4709864.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>66581.04000000</valUSD>
        <pctVal>0.002071397708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4709864.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6440000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>66581.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724327"/>
        </identifiers>
        <balance>12497501.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>7288.08000000</valUSD>
        <pctVal>0.000226738906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12497501.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1220000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7288.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817049"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1054.06000000</valUSD>
        <pctVal>0.000032792781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7218095.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1054.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-1335.70000000</valUSD>
        <pctVal>-0.00004155486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670481"/>
        <valUSD>-17350.87000000</valUSD>
        <pctVal>-0.00053980160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-52860000.00000000</amtCurSold>
            <curSold>INR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>AUDUSD Crncy Fut  Mar22</title>
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          <ticker value="ADH2 CURNCY"/>
        </identifiers>
        <balance>-56.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                  <isin value="N/A"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>193130000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-193130000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>21350759.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>19502.29000000</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>5460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-20106.47000000</valUSD>
        <pctVal>-0.00062553087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>956476.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20106.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811863"/>
        </identifiers>
        <balance>703206.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9413.24000000</valUSD>
        <pctVal>-0.00029285459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-703206.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52220000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9413.24000000</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__06716042"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29748.55000000</valUSD>
        <pctVal>0.000925504893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10095797.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29748.55000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835679"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1046.60000000</valUSD>
        <pctVal>0.000032560693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2390788.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1046.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798949"/>
        </identifiers>
        <balance>845765.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25289.94000000</valUSD>
        <pctVal>0.000786793413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-845765.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4870000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25289.94000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06705926"/>
        </identifiers>
        <balance>1377211.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17572.67000000</valUSD>
        <pctVal>0.000546702009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1377211.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22310000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17572.67000000</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__06716147"/>
        </identifiers>
        <balance>26059.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-292.21000000</valUSD>
        <pctVal>-0.00000909092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26059.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-292.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817108"/>
        </identifiers>
        <balance>787682.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14969.73000000</valUSD>
        <pctVal>-0.00046572213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-787682.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14969.73000000</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__06817153"/>
        </identifiers>
        <balance>413469.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1145.78000000</valUSD>
        <pctVal>0.000035646275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-413469.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>354000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1145.78000000</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__06716077"/>
        </identifiers>
        <balance>1670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2843.96000000</valUSD>
        <pctVal>-0.00008847822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>17171803.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2843.96000000</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>11960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-34845.27000000</valUSD>
        <pctVal>-0.00108406856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11960000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2104337.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-34845.27000000</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>2830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45669633"/>
        <valUSD>-822.37000000</valUSD>
        <pctVal>-0.00002558469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2830000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>37186.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-822.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>16000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80417788"/>
        <valUSD>-91.86000000</valUSD>
        <pctVal>-0.00000285784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>18647.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-91.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835968"/>
        </identifiers>
        <balance>1964838.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12659.71000000</valUSD>
        <pctVal>0.000393855281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1964838.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1460000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>12659.71000000</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__06697147"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6018.42000000</valUSD>
        <pctVal>-0.00018723861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9316636.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6018.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835787"/>
        </identifiers>
        <balance>471091.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1599.62000000</valUSD>
        <pctVal>0.000049765657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-471091.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35300000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1599.62000000</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__06750102"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8993.19000000</valUSD>
        <pctVal>0.000279786455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7404200.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8993.19000000</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__06817072"/>
        </identifiers>
        <balance>386663.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-681.25000000</valUSD>
        <pctVal>-0.00002119431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-386663.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>459000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-681.25000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688913"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10517.99000000</valUSD>
        <pctVal>0.000327224392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2383106.07000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10517.99000000</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__06716094"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1182.09000000</valUSD>
        <pctVal>-0.00003677591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10081273.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1182.09000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831184"/>
        </identifiers>
        <balance>661033.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10020.28000000</valUSD>
        <pctVal>-0.00031174017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-661033.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10020.28000000</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 Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBJ2 COMDTY"/>
        </identifiers>
        <balance>93.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>360229.80000000</valUSD>
        <pctVal>0.011207082110</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>2022-03-31</expDate>
            <notionalAmt>8746218.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>360229.80000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811857"/>
        </identifiers>
        <balance>683464.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9466.78000000</valUSD>
        <pctVal>-0.00029452027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-683464.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50730000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9466.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06816985"/>
        </identifiers>
        <balance>929049.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11761.41000000</valUSD>
        <pctVal>0.000365908338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-929049.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5260000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11761.41000000</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__06697051"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3891.36000000</valUSD>
        <pctVal>0.000121063807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2356370.34000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3891.36000000</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__06705910"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4824.91000000</valUSD>
        <pctVal>0.000150107410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9723736.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4824.91000000</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>7820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-23751.13000000</valUSD>
        <pctVal>-0.00073891961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7820000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1374945.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-23751.13000000</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__06732849"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3840.22000000</valUSD>
        <pctVal>-0.00011947279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8203582.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3840.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742326"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7584.47000000</valUSD>
        <pctVal>0.000235959873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8896885.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7584.47000000</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>256000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400702"/>
        <valUSD>-1643.57000000</valUSD>
        <pctVal>-0.00005113298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-256000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>298191.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1643.57000000</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__06742330"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7226.81000000</valUSD>
        <pctVal>0.000224832740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7388619.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7226.81000000</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__06798942"/>
        </identifiers>
        <balance>1147863.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30833.00000000</valUSD>
        <pctVal>0.000959243135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1147863.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6590000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>30833.00000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805301"/>
        </identifiers>
        <balance>1207454.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19701.79000000</valUSD>
        <pctVal>0.000612940901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1207454.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91370000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19701.79000000</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>46160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670478"/>
        <valUSD>-12349.33000000</valUSD>
        <pctVal>-0.00038419907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-46160000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>607608.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12349.33000000</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="1.46061942"/>
        <valUSD>-1784.17000000</valUSD>
        <pctVal>-0.00005550717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>504850.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1784.17000000</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__06716103"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1646.60000000</valUSD>
        <pctVal>-0.00005122724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7811523.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1646.60000000</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>354000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398739"/>
        <valUSD>-8526.03000000</valUSD>
        <pctVal>-0.00026525267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-354000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>406089.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8526.03000000</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>58150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-723465.66000000</valUSD>
        <pctVal>-0.02250768552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58150000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>41556566.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-723465.66000000</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__06724333"/>
        </identifiers>
        <balance>7890657.39000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4280.64000000</valUSD>
        <pctVal>0.000133174667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7890657.39000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4280.64000000</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>168000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17519304"/>
        <valUSD>332.49000000</valUSD>
        <pctVal>0.000010344071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-168000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>141606.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>332.49000000</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__06716142"/>
        </identifiers>
        <balance>414918.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4987.93000000</valUSD>
        <pctVal>-0.00015517911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-414918.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4987.93000000</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>1421000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517521"/>
        <valUSD>13038.19000000</valUSD>
        <pctVal>0.000405630144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1421000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1207984.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13038.19000000</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>4130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-14580.83000000</valUSD>
        <pctVal>-0.00045362310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4130000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>724116.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14580.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835961"/>
        </identifiers>
        <balance>1589082.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9169.82000000</valUSD>
        <pctVal>0.000285281577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1589082.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9169.82000000</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__06688959"/>
        </identifiers>
        <balance>12428933.66000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-32616.71000000</valUSD>
        <pctVal>-0.00101473600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12428933.66000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32616.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732754"/>
        </identifiers>
        <balance>1882959.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23702.83000000</valUSD>
        <pctVal>0.000737416954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1882959.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10660000.00000000</amtCurPur>
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            <unrealizedAppr>23702.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>564320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3898259.02000000</valUSD>
        <pctVal>-0.12127844205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-564320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>638044739.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3898259.02000000</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>680000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>-15122.88000000</valUSD>
        <pctVal>-0.00047048677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-680000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>781312.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15122.88000000</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__06697099"/>
        </identifiers>
        <balance>10324669.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-32944.44000000</valUSD>
        <pctVal>-0.00102493198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10324669.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32944.44000000</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>491000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517333"/>
        <valUSD>540.68000000</valUSD>
        <pctVal>0.000016821054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-491000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>413431.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>540.68000000</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__06757436"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9357.03000000</valUSD>
        <pctVal>0.000291105853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7407410.01000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9357.03000000</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__06742349"/>
        </identifiers>
        <balance>9135959.47000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>3225.69000000</valUSD>
        <pctVal>0.000100354198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9135959.47000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3225.69000000</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  May22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOK2 COMDTY"/>
        </identifiers>
        <balance>30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59472.00000000</valUSD>
        <pctVal>0.001850228901</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>2022-04-29</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>59472.00000000</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>15663000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114058"/>
        <valUSD>2761286.24000000</valUSD>
        <pctVal>0.085906167733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15663000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>138794331.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2761286.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836013"/>
        </identifiers>
        <balance>1229801.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2749.14000000</valUSD>
        <pctVal>0.000085528286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1229801.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2749.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732821"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5003.67000000</valUSD>
        <pctVal>-0.00015566879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8501987.97000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5003.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831223"/>
        </identifiers>
        <balance>755537.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5054.31000000</valUSD>
        <pctVal>0.000157244256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-755537.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
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            <unrealizedAppr>5054.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES MSCI ITALY ETF</title>
        <cusip>46434G830</cusip>
        <identifiers>
          <isin value="US46434G8309"/>
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        <balance>90506.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2969501.86000000</valUSD>
        <pctVal>0.092383948167</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__06688949"/>
        </identifiers>
        <balance>7385940.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-18298.51000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7385940.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
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            <unrealizedAppr>-18298.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06831428"/>
        </identifiers>
        <balance>1573698.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1991.93000000</valUSD>
        <pctVal>-0.00006197078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1573698.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14230000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1991.93000000</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__06831417"/>
        </identifiers>
        <balance>775338.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2230.82000000</valUSD>
        <pctVal>0.000069402872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-775338.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7040000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2230.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817101"/>
        </identifiers>
        <balance>869218.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17189.13000000</valUSD>
        <pctVal>-0.00053476972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-869218.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17189.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742287"/>
        </identifiers>
        <balance>2374712.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8376.43000000</valUSD>
        <pctVal>-0.00026059848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2374712.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8376.43000000</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>11030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-46674.76000000</valUSD>
        <pctVal>-0.00145209493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11030000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1926166.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-46674.76000000</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>58650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-973051.00000000</valUSD>
        <pctVal>-0.03027251619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58650000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>45457818.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-973051.00000000</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__06811859"/>
        </identifiers>
        <balance>952160.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13506.05000000</valUSD>
        <pctVal>-0.00042018570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-952160.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13506.05000000</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__06811865"/>
        </identifiers>
        <balance>320986.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4115.96000000</valUSD>
        <pctVal>-0.00012805132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-320986.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23850000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4115.96000000</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__06757492"/>
        </identifiers>
        <balance>387585.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3285.09000000</valUSD>
        <pctVal>-0.00010220218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-387585.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>457000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3285.09000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790257"/>
        </identifiers>
        <balance>739725.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10059.32000000</valUSD>
        <pctVal>-0.00031295474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-739725.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10059.32000000</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__06817029"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1635.32000000</valUSD>
        <pctVal>0.000050876317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7532295.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1635.32000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831219"/>
        </identifiers>
        <balance>755670.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4920.62000000</valUSD>
        <pctVal>0.000153085037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-755670.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4920.62000000</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>167000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499997"/>
        <valUSD>3598.09000000</valUSD>
        <pctVal>0.000111939906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1453817.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3598.09000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835771"/>
        </identifiers>
        <balance>757748.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2842.90000000</valUSD>
        <pctVal>0.000088445247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-757748.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2842.90000000</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   Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K81014"/>
        </identifiers>
        <balance>118.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100575.00000000</valUSD>
        <pctVal>-0.00312898123</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>2022-04-12</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-100575.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716087"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1769.15000000</valUSD>
        <pctVal>-0.00005503989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1190000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12238525.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1769.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061943"/>
        <valUSD>-36.69000000</valUSD>
        <pctVal>-0.00000114145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-280000.00000000</amtCurSold>
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            <amtCurPur>191662.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-36.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670425"/>
        <valUSD>-8772.07000000</valUSD>
        <pctVal>-0.00027290720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34150000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>449883.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8772.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670444"/>
        <valUSD>-10388.93000000</valUSD>
        <pctVal>-0.00032320921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34280000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>450012.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10388.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716044"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29061.62000000</valUSD>
        <pctVal>0.000904133865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9688375.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29061.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705866"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908147"/>
        <valUSD>299.91000000</valUSD>
        <pctVal>0.000009330477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>102986.17000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>299.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811825"/>
        </identifiers>
        <balance>401481.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>477.66000000</valUSD>
        <pctVal>0.000014860444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-401481.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>477.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757467"/>
        </identifiers>
        <balance>405715.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2915.39000000</valUSD>
        <pctVal>-0.00009070047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405715.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2915.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061943"/>
        <valUSD>-234.27000000</valUSD>
        <pctVal>-0.00000728835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>177772.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-234.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06742359"/>
        </identifiers>
        <balance>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-8967.07000000</valUSD>
        <pctVal>-0.00027897383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14129971.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8967.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>39000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>58.60000000</valUSD>
        <pctVal>0.000001823100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-39000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>32854.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>58.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835471"/>
        </identifiers>
        <balance>441499.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2008.65000000</valUSD>
        <pctVal>0.000062490958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
            <amtCurPur>390000.00000000</amtCurPur>
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            <unrealizedAppr>2008.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>470000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>510.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-470000000.00000000</amtCurSold>
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            <amtCurPur>395742.48000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>510.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>5470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-18722.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5470000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>959649.12000000</amtCurPur>
            <curPur>USD</curPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06705897"/>
        </identifiers>
        <balance>7309105.65000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7309105.65000000</amtCurSold>
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            <amtCurPur>710000.00000000</amtCurPur>
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            <unrealizedAppr>268.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835697"/>
        </identifiers>
        <balance>7489863.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>4046.36000000</valUSD>
        <pctVal>0.000125886000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7489863.38000000</amtCurSold>
            <curSold>NOK</curSold>
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            <unrealizedAppr>4046.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742348"/>
        </identifiers>
        <balance>9638953.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
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        <pctVal>0.000141258841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9638953.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4540.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06775192"/>
        </identifiers>
        <balance>990950.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30348.37000000</valUSD>
        <pctVal>0.000944165847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-990950.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5710000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>30348.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530637"/>
        <valUSD>-11100.27000000</valUSD>
        <pctVal>-0.00034533966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35220000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>2190795.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11100.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670482"/>
        <valUSD>-16177.41000000</valUSD>
        <pctVal>-0.00050329418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52780000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692690.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16177.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716043"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24689.48000000</valUSD>
        <pctVal>0.000768112548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8044357.62000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24689.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>115000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>538.57000000</valUSD>
        <pctVal>0.000016755410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-115000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>999200.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>538.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06724387"/>
        </identifiers>
        <balance>357673.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5133.41000000</valUSD>
        <pctVal>-0.00015970513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-357673.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>301000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5133.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817095"/>
        </identifiers>
        <balance>816239.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16689.08000000</valUSD>
        <pctVal>-0.00051921270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-816239.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16689.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724310"/>
        </identifiers>
        <balance>27130464.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>17570.37000000</valUSD>
        <pctVal>0.000546630454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-27130464.15000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2650000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17570.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180811"/>
        <valUSD>7811.83000000</valUSD>
        <pctVal>0.000243033253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53040000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>708085.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>7811.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>60920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180752"/>
        <valUSD>8501.47000000</valUSD>
        <pctVal>0.000264488591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-60920000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>812812.88000000</amtCurPur>
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            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8501.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835597"/>
        </identifiers>
        <balance>452804.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2076.15000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-452804.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>102000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499970"/>
        <valUSD>2847.44000000</valUSD>
        <pctVal>0.000088586490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>888610.11000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2847.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724251"/>
        </identifiers>
        <balance>2175605.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35121.05000000</valUSD>
        <pctVal>0.001092648334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2175605.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12360000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>35121.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688966"/>
        </identifiers>
        <balance>11447149.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>9559.14000000</valUSD>
        <pctVal>0.000297393682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11447149.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9559.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499944"/>
        <valUSD>1882.90000000</valUSD>
        <pctVal>0.000058578759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>740018.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1882.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06742354"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4124.22000000</valUSD>
        <pctVal>-0.00012830829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7274197.43000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4124.22000000</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__06724354"/>
        </identifiers>
        <balance>13030895.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>5244.78000000</valUSD>
        <pctVal>0.000163169954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13030895.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1270000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5244.78000000</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__06750116"/>
        </identifiers>
        <balance>41129560.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>29618.94000000</valUSD>
        <pctVal>0.000921472606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41129560.68000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>4020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29618.94000000</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__06835780"/>
        </identifiers>
        <balance>564217.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2342.72000000</valUSD>
        <pctVal>0.000072884185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-564217.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>42310000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2342.72000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>732.38000000</valUSD>
        <pctVal>0.000022785018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>534752.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>732.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688995"/>
        </identifiers>
        <balance>13613066.44000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>9188.97000000</valUSD>
        <pctVal>0.000285877351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13613066.44000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1330000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9188.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705872"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>25474.56000000</valUSD>
        <pctVal>0.000792537112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7549578.97000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25474.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>JPN YEN CURR FUT  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JYH2 CURNCY"/>
        </identifiers>
        <balance>-284.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>108612.50000000</valUSD>
        <pctVal>0.003379035287</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</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 Japanese Yen Currency Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>108612.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
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        <pctVal>0.000024446342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406949.66000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>785.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716013"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>28026.68000000</valUSD>
        <pctVal>0.000871935925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7873112.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>28026.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06715996"/>
        </identifiers>
        <balance>39927678.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>415323.72000000</valUSD>
        <pctVal>0.012921104895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39927678.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50960000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>415323.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716096"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1276.51000000</valUSD>
        <pctVal>-0.00003971340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10389356.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1276.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798953"/>
        </identifiers>
        <balance>1413040.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41102.56000000</valUSD>
        <pctVal>0.001278738640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1413040.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8130000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>41102.56000000</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__06732813"/>
        </identifiers>
        <balance>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7373.10000000</valUSD>
        <pctVal>0.000229383957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11002176.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7373.10000000</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       Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="C H2 COMDTY"/>
        </identifiers>
        <balance>436.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-265487.50000000</valUSD>
        <pctVal>-0.00825956156</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>CBOT Corn Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>13198337.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-265487.50000000</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__06775213"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1121.01000000</valUSD>
        <pctVal>-0.00003487565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7095425.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1121.01000000</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__06750037"/>
        </identifiers>
        <balance>2225946.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458662"/>
        <valUSD>-5691.51000000</valUSD>
        <pctVal>-0.00017706813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2225946.72000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5691.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757502"/>
        </identifiers>
        <balance>175766.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1696.09000000</valUSD>
        <pctVal>-0.00005276692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-175766.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>207000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1696.09000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835995"/>
        </identifiers>
        <balance>2347051.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9693.59000000</valUSD>
        <pctVal>0.000301576546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2347051.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1740000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9693.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781771"/>
        </identifiers>
        <balance>746241.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11925.61000000</valUSD>
        <pctVal>-0.00037101675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-746241.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55270000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11925.61000000</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>11870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-68697.78000000</valUSD>
        <pctVal>-0.00213725144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11870000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2054387.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-68697.78000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06757430"/>
        </identifiers>
        <balance>32792129.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>433848.54000000</valUSD>
        <pctVal>0.013497429172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32792129.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41970000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>433848.54000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811902"/>
        </identifiers>
        <balance>459817.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8673.92000000</valUSD>
        <pctVal>0.000269853670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-459817.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8673.92000000</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__06826015"/>
        </identifiers>
        <balance>45646.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31.86000000</valUSD>
        <pctVal>0.000000991194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45646.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31.86000000</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__06716102"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1440.67000000</valUSD>
        <pctVal>-0.00004482057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7195511.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1440.67000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781757"/>
        </identifiers>
        <balance>1048033.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17706.51000000</valUSD>
        <pctVal>-0.00055086589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1048033.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77550000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17706.51000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835964"/>
        </identifiers>
        <balance>2166416.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14250.16000000</valUSD>
        <pctVal>0.000443335651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2166416.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1610000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>14250.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811872"/>
        </identifiers>
        <balance>894435.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12910.65000000</valUSD>
        <pctVal>-0.00040166225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-894435.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66350000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12910.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724318"/>
        </identifiers>
        <balance>20804936.11000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>11031.92000000</valUSD>
        <pctVal>0.000343213230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20804936.11000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2030000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11031.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705885"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-944.42000000</valUSD>
        <pctVal>-0.00002938177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7714900.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-944.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817017"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1228.86000000</valUSD>
        <pctVal>0.000038230970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7013719.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1228.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716119"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2504.90000000</valUSD>
        <pctVal>-0.00007792975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7906732.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2504.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811886"/>
        </identifiers>
        <balance>443422.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8249.45000000</valUSD>
        <pctVal>0.000256648016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-443422.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33630000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8249.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811873"/>
        </identifiers>
        <balance>836837.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11379.92000000</valUSD>
        <pctVal>-0.00035403983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-836837.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62130000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11379.92000000</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>415000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400441"/>
        <valUSD>-3513.11000000</valUSD>
        <pctVal>-0.00010929609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>482546.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3513.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>44290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670394"/>
        <valUSD>-15707.16000000</valUSD>
        <pctVal>-0.00048866426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44290000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>579135.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15707.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742338"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>12394.11000000</valUSD>
        <pctVal>0.000385592220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7534540.14000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12394.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-1057.59000000</valUSD>
        <pctVal>-0.00003290260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>544230.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1057.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06715985"/>
        </identifiers>
        <balance>92483.98000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458654"/>
        <valUSD>-171.76000000</valUSD>
        <pctVal>-0.00000534361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-92483.98000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-171.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724290"/>
        </identifiers>
        <balance>8911622.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>5255.87000000</valUSD>
        <pctVal>0.000163514974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8911622.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5255.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750031"/>
        </identifiers>
        <balance>2405921.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458669"/>
        <valUSD>-4797.55000000</valUSD>
        <pctVal>-0.00014925621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2405921.96000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4797.55000000</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__06732854"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4002.77000000</valUSD>
        <pctVal>-0.00012452987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8717007.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4002.77000000</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__06705899"/>
        </identifiers>
        <balance>7000697.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271943"/>
        <valUSD>209.61000000</valUSD>
        <pctVal>0.000006521160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7000697.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>209.61000000</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__06817077"/>
        </identifiers>
        <balance>406130.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-807.76000000</valUSD>
        <pctVal>-0.00002513016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406130.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-807.76000000</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__06835468"/>
        </identifiers>
        <balance>452804.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2076.15000000</valUSD>
        <pctVal>0.000064590945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-452804.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2076.15000000</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>59480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734047"/>
        <valUSD>12512.10000000</valUSD>
        <pctVal>0.000389262998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>802761.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12512.10000000</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__06805257"/>
        </identifiers>
        <balance>843790.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10095.58000000</valUSD>
        <pctVal>-0.00031408282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-843790.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62750000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10095.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06688962"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>18787.28000000</valUSD>
        <pctVal>0.000584489649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7089229.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18787.28000000</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__06835519"/>
        </identifiers>
        <balance>926764.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5740.31000000</valUSD>
        <pctVal>0.000178586351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-926764.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5740.31000000</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__06742340"/>
        </identifiers>
        <balance>9374910.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-16275.51000000</valUSD>
        <pctVal>-0.00050634616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9374910.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16275.51000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06724389"/>
        </identifiers>
        <balance>415382.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5452.29000000</valUSD>
        <pctVal>-0.00016962578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415382.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5452.29000000</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__06790275"/>
        </identifiers>
        <balance>456064.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-456.17000000</valUSD>
        <pctVal>-0.00001419187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-456064.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>389000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-456.17000000</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__06750143"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4503.62000000</valUSD>
        <pctVal>-0.00014011178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7373742.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4503.62000000</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>5370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-53968.25000000</valUSD>
        <pctVal>-0.00167900215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5370000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>3621887.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-53968.25000000</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>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.96000255"/>
        <valUSD>17.77000000</valUSD>
        <pctVal>0.000000552841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>23827.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>17.77000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835775"/>
        </identifiers>
        <balance>485249.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2037.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-485249.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36390000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697140"/>
        </identifiers>
        <balance>950000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5092.92000000</valUSD>
        <pctVal>-0.00015844544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-950000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9736932.09000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-5092.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLH2 COMDTY"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>82230.00000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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              </otherRefInst>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06775219"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1089.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697098"/>
        </identifiers>
        <balance>17542765.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-54965.77000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>129820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-381428.83000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-129820000.00000000</amtCurSold>
            <curSold>NOK</curSold>
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            <unrealizedAppr>-381428.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06805175"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5485.99000000</valUSD>
        <pctVal>0.000170674220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2316908.50000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>7745524.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-13562.09000000</valUSD>
        <pctVal>-0.00042192915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7745524.04000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-13562.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757479"/>
        </identifiers>
        <balance>405779.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3820.11000000</valUSD>
        <pctVal>-0.00011884715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-405779.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3820.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805275"/>
        </identifiers>
        <balance>655088.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6732.49000000</valUSD>
        <pctVal>-0.00020945398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-655088.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48800000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>115000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>JPY</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__06835525"/>
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        <balance>1527039.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTEUR__06750117"/>
        </identifiers>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-18526186.22000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTEUR__06750124"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTNOK__06781711"/>
        </identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-750000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750114"/>
        </identifiers>
        <balance>7270382.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7270382.96000000</amtCurSold>
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            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>4545.58000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688951"/>
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        <balance>7082408.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-18014.02000000</valUSD>
        <pctVal>-0.00056043281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-7082408.40000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811782"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>459.69000000</valUSD>
        <pctVal>0.000014301380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7521652.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>459.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697107"/>
        </identifiers>
        <balance>8570210.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-27427.26000000</valUSD>
        <pctVal>-0.00085328741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8570210.65000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27427.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>486000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518785"/>
        <valUSD>619.96000000</valUSD>
        <pctVal>0.000019287528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-486000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>409306.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>619.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781743"/>
        </identifiers>
        <balance>739164.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12554.96000000</valUSD>
        <pctVal>-0.00039059641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-739164.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54690000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12554.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835895"/>
        </identifiers>
        <balance>733629.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2448.71000000</valUSD>
        <pctVal>-0.00007618163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-733629.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6620000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-2448.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>54000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17507146"/>
        <valUSD>33.13000000</valUSD>
        <pctVal>0.000001030704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-54000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>45442.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>33.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCG2 COMDTY"/>
        </identifiers>
        <balance>179.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97500.00000000</valUSD>
        <pctVal>-0.00303331513</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>
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            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CME Live Cattle Future</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-02-28</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835996"/>
        </identifiers>
        <balance>1375939.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5600.85000000</valUSD>
        <pctVal>0.000174247621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1375939.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06811771"/>
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        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1806.45000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7039785.90000000</amtCurPur>
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            <unrealizedAppr>1806.45000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>9720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9720000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1711704.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-26828.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06781731"/>
        </identifiers>
        <balance>407095.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2613.78000000</valUSD>
        <pctVal>-0.00008131711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407095.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>481000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2613.78000000</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>203000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406834"/>
        <valUSD>1594.59000000</valUSD>
        <pctVal>0.000049609169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1764450.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1594.59000000</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__06742296"/>
        </identifiers>
        <balance>1874687.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1568.88000000</valUSD>
        <pctVal>0.000048809307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1874687.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10490000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1568.88000000</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>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399058"/>
        <valUSD>-9057.43000000</valUSD>
        <pctVal>-0.00028178502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>498084.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9057.43000000</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      Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IHF2 INDEX"/>
        </identifiers>
        <balance>-587.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176999.00000000</valUSD>
        <pctVal>-0.00550660252</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>2022-01-27</expDate>
            <notionalAmt>-20296974.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-176999.00000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06835380"/>
        </identifiers>
        <balance>356017.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27.62000000</valUSD>
        <pctVal>0.000000859283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356017.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>27.62000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817064"/>
        </identifiers>
        <balance>68094.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19.46000000</valUSD>
        <pctVal>0.000000605418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68094.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19.46000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769851"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>17373.78000000</valUSD>
        <pctVal>0.000540514357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7277442.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17373.78000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805289"/>
        </identifiers>
        <balance>738345.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13635.07000000</valUSD>
        <pctVal>0.000424199633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-738345.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55990000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13635.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817118"/>
        </identifiers>
        <balance>2216945.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38710.00000000</valUSD>
        <pctVal>-0.00120430388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2216945.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163950000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-38710.00000000</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__06724386"/>
        </identifiers>
        <balance>35448.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-311.97000000</valUSD>
        <pctVal>-0.00000970567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35448.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-311.97000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06775298"/>
        </identifiers>
        <balance>443990.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1265.71000000</valUSD>
        <pctVal>-0.00003937740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-443990.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>378000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1265.71000000</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__06805283"/>
        </identifiers>
        <balance>513914.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9745.86000000</valUSD>
        <pctVal>0.000303202714</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-513914.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38990000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9745.86000000</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>486000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518785"/>
        <valUSD>526.91000000</valUSD>
        <pctVal>0.000016392657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-486000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>409213.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>526.91000000</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__06716018"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>25889.61000000</valUSD>
        <pctVal>0.000805449702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7452899.28000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>25889.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716020"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>32993.76000000</valUSD>
        <pctVal>0.001026466376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9522378.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>32993.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06817156"/>
        </identifiers>
        <balance>403700.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1544.25000000</valUSD>
        <pctVal>0.000048043045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-403700.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>346000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1544.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>80240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530634"/>
        <valUSD>-22188.82000000</valUSD>
        <pctVal>-0.00069031470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80240000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>4994282.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22188.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-18320.07000000</valUSD>
        <pctVal>-0.00056995431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6010000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1056636.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18320.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73830650"/>
        <valUSD>-110105.81000000</valUSD>
        <pctVal>-0.00342549354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18440000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>24865971.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-110105.81000000</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__06697078"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>24511.72000000</valUSD>
        <pctVal>0.000762582270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8945856.35000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24511.72000000</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__06835703"/>
        </identifiers>
        <balance>6878883.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>5059.36000000</valUSD>
        <pctVal>0.000157401366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6878883.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5059.36000000</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__06750096"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9174.62000000</valUSD>
        <pctVal>0.000285430910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7807163.98000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9174.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732889"/>
        </identifiers>
        <balance>2337250.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28945.42000000</valUSD>
        <pctVal>-0.00090051877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2337250.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28945.42000000</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>19000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17525063"/>
        <valUSD>66.99000000</valUSD>
        <pctVal>0.000002084120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>16044.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>66.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732791"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>11305.11000000</valUSD>
        <pctVal>0.000351712423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7825956.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11305.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811844"/>
        </identifiers>
        <balance>856076.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12018.02000000</valUSD>
        <pctVal>-0.00037389171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-856076.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63530000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12018.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835716"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5077.92000000</valUSD>
        <pctVal>-0.00015797878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9016212.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5077.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>55290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180737"/>
        <valUSD>8134.34000000</valUSD>
        <pctVal>0.000253066837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-55290000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>738114.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8134.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781755"/>
        </identifiers>
        <balance>844312.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13939.34000000</valUSD>
        <pctVal>-0.00043366575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-844312.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62500000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13939.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817002"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-119.48000000</valUSD>
        <pctVal>-0.00000371713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7323819.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-119.48000000</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>30930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670438"/>
        <valUSD>-10290.53000000</valUSD>
        <pctVal>-0.00032014790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30930000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>405118.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10290.53000000</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>11260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458666"/>
        <valUSD>-34619.80000000</valUSD>
        <pctVal>-0.00107705398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11260000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2756248.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-34619.80000000</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__06775212"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1137.22000000</valUSD>
        <pctVal>-0.00003537996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7404217.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1137.22000000</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__06835904"/>
        </identifiers>
        <balance>884984.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-277.60000000</valUSD>
        <pctVal>-0.00000863639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-884984.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8010000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-277.60000000</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__06724328"/>
        </identifiers>
        <balance>12191400.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>6974.79000000</valUSD>
        <pctVal>0.000216992165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12191400.06000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6974.79000000</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__06688944"/>
        </identifiers>
        <balance>8697562.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-19113.92000000</valUSD>
        <pctVal>-0.00059465172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8697562.10000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19113.92000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06825957"/>
        </identifiers>
        <balance>720633.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9120.88000000</valUSD>
        <pctVal>0.000283759009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720633.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4080000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9120.88000000</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__06817054"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>452.14000000</valUSD>
        <pctVal>0.000014066493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8036481.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>452.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06757414"/>
        </identifiers>
        <balance>72563.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>769.38000000</valUSD>
        <pctVal>0.000023936123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72563.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>410000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>769.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732744"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2470.04000000</valUSD>
        <pctVal>0.000076845227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2350635.90000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2470.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732891"/>
        </identifiers>
        <balance>2335830.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27525.11000000</valUSD>
        <pctVal>-0.00085633161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2335830.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27525.11000000</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__06742373"/>
        </identifiers>
        <balance>34505534.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56456.31000000</valUSD>
        <pctVal>0.001756407997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34505534.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>312880000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56456.31000000</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__06716072"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1539.88000000</valUSD>
        <pctVal>0.000047907090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11135708.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1539.88000000</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__06805244"/>
        </identifiers>
        <balance>10021077.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194022.55000000</valUSD>
        <pctVal>0.006036220904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10021077.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>209590000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>194022.55000000</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__06688974"/>
        </identifiers>
        <balance>7158906.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>5484.22000000</valUSD>
        <pctVal>0.000170619154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7158906.30000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5484.22000000</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>23270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.46499998"/>
        <valUSD>-2107.42000000</valUSD>
        <pctVal>-0.00006556378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23270000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1134955.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-2107.42000000</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>39220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670478"/>
        <valUSD>-12098.18000000</valUSD>
        <pctVal>-0.00037638556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39220000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>514650.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12098.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06775266"/>
        </identifiers>
        <balance>795404.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9140.45000000</valUSD>
        <pctVal>-0.00028436784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-795404.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9140.45000000</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__06805229"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2373.62000000</valUSD>
        <pctVal>0.000073845512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7641958.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2373.62000000</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__06697139"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3973.51000000</valUSD>
        <pctVal>-0.00012361956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7584499.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3973.51000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836020"/>
        </identifiers>
        <balance>1309189.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4627.90000000</valUSD>
        <pctVal>0.000143978247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1309189.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4627.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06790274"/>
        </identifiers>
        <balance>588474.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15232.52000000</valUSD>
        <pctVal>0.000473897779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-588474.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44950000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15232.52000000</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   Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K7ZR31"/>
        </identifiers>
        <balance>960.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-467000.00000000</valUSD>
        <pctVal>-0.01452880174</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>2022-02-10</expDate>
            <notionalAmt>64427000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-467000.00000000</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__06732747"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2351.43000000</valUSD>
        <pctVal>0.000073155161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2258366.39000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2351.43000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835781"/>
        </identifiers>
        <balance>540007.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2181.45000000</valUSD>
        <pctVal>0.000067866926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-540007.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40490000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2181.45000000</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__06805192"/>
        </identifiers>
        <balance>1360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>25280.65000000</valUSD>
        <pctVal>0.000786504393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13869335.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25280.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790255"/>
        </identifiers>
        <balance>1210714.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18696.85000000</valUSD>
        <pctVal>-0.00058167628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1210714.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89720000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18696.85000000</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>52790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670442"/>
        <valUSD>-15923.06000000</valUSD>
        <pctVal>-0.00049538111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52790000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>693079.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15923.06000000</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__06705901"/>
        </identifiers>
        <balance>9369730.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>153.44000000</valUSD>
        <pctVal>0.000004773660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9369730.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>153.44000000</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__06775201"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>18011.52000000</valUSD>
        <pctVal>0.000560355038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7283067.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18011.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724252"/>
        </identifiers>
        <balance>4324666.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68169.10000000</valUSD>
        <pctVal>0.002120803723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4324666.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>68169.10000000</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) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NIH2 INDEX"/>
        </identifiers>
        <balance>58.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500000"/>
        <valUSD>33603.12000000</valUSD>
        <pctVal>0.001045424129</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>2022-03-10</expDate>
            <notionalAmt>7248159.10000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>33603.12000000</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__06689000"/>
        </identifiers>
        <balance>9742785.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>4446.29000000</valUSD>
        <pctVal>0.000138328192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9742785.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4446.29000000</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>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17519210"/>
        <valUSD>-149.48000000</valUSD>
        <pctVal>-0.00000465046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>74692.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-149.48000000</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__06697125"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2423.64000000</valUSD>
        <pctVal>-0.00007540168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9040240.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2423.64000000</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__06716117"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2047.14000000</valUSD>
        <pctVal>-0.00006368841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7807897.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2047.14000000</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  Dec23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ3 COMDTY"/>
        </identifiers>
        <balance>-205.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>230637.50000000</valUSD>
        <pctVal>0.007175345849</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>2023-12-18</expDate>
            <notionalAmt>-50665762.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>230637.50000000</unrealizedAppr>
          </futrDeriv>
        </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  Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWPP74"/>
        </identifiers>
        <balance>281.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182400.00000000</valUSD>
        <pctVal>-0.00567463262</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>2022-02-28</expDate>
            <notionalAmt>21917750.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-182400.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798951"/>
        </identifiers>
        <balance>933409.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27075.93000000</valUSD>
        <pctVal>0.000842357213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-933409.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5370000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27075.93000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836010"/>
        </identifiers>
        <balance>1363338.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4657.14000000</valUSD>
        <pctVal>0.000144887930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1363338.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4657.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06750045"/>
        </identifiers>
        <balance>48431824.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>326526.19000000</valUSD>
        <pctVal>0.010158531644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48431824.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61590000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>326526.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750076"/>
        </identifiers>
        <balance>8125494.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-11136.83000000</valUSD>
        <pctVal>-0.00034647707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8125494.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11136.83000000</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__06790191"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1316.55000000</valUSD>
        <pctVal>-0.00004095908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8535366.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1316.55000000</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__06750069"/>
        </identifiers>
        <balance>7718053.84000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-10447.82000000</valUSD>
        <pctVal>-0.00032504133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7718053.84000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10447.82000000</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>443000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516663"/>
        <valUSD>1691.50000000</valUSD>
        <pctVal>0.000052624128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>374218.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1691.50000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811919"/>
        </identifiers>
        <balance>413751.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6719.44000000</valUSD>
        <pctVal>0.000209047990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-413751.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>359000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6719.44000000</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__06831401"/>
        </identifiers>
        <balance>894601.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1150.13000000</valUSD>
        <pctVal>0.000035781607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-894601.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8110000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1150.13000000</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__06697115"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1657.95000000</valUSD>
        <pctVal>-0.00005158035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6884606.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1657.95000000</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>59230.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2744125.90000000</valUSD>
        <pctVal>0.085372293691</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811912"/>
        </identifiers>
        <balance>381657.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6019.42000000</valUSD>
        <pctVal>0.000187269721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-381657.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>331000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6019.42000000</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__06750145"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4948.43000000</valUSD>
        <pctVal>-0.00015395023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8399508.71000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4948.43000000</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__06835540"/>
        </identifiers>
        <balance>860525.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3747.09000000</valUSD>
        <pctVal>0.000116575434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-860525.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3747.09000000</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>6620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-24727.48000000</valUSD>
        <pctVal>-0.00076929476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1159335.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24727.48000000</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__06817019"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1657.89000000</valUSD>
        <pctVal>0.000051578490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7944417.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1657.89000000</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    Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XUF2 INDEX"/>
        </identifiers>
        <balance>-4830.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>746450.00000000</valUSD>
        <pctVal>0.023222749592</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>2022-01-27</expDate>
            <notionalAmt>-76572620.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>746450.00000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06831151"/>
        </identifiers>
        <balance>721172.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1788.45000000</valUSD>
        <pctVal>0.000055640332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-721172.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2250000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1788.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836000"/>
        </identifiers>
        <balance>662092.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1588.11000000</valUSD>
        <pctVal>0.000049407570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-662092.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1588.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742288"/>
        </identifiers>
        <balance>2009483.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-870.19000000</valUSD>
        <pctVal>-0.00002707241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2009483.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11230000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-870.19000000</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__06716152"/>
        </identifiers>
        <balance>828957.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7926.42000000</valUSD>
        <pctVal>-0.00024659825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-828957.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>701000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7926.42000000</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>51040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670421"/>
        <valUSD>-13279.73000000</valUSD>
        <pctVal>-0.00041314467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51040000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>672219.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13279.73000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826006"/>
        </identifiers>
        <balance>491989.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3735.31000000</valUSD>
        <pctVal>0.000116208947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-491989.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36910000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3735.31000000</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__06790207"/>
        </identifiers>
        <balance>81907.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-338.76000000</valUSD>
        <pctVal>-0.00001053913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81907.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-338.76000000</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__06716029"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29802.05000000</valUSD>
        <pctVal>0.000927169327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9193202.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29802.05000000</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__06835504"/>
        </identifiers>
        <balance>1099233.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3851.27000000</valUSD>
        <pctVal>0.000119816570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1099233.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3851.27000000</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__06817031"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1706.89000000</valUSD>
        <pctVal>0.000053102925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7018046.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1706.89000000</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>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-14404.75000000</valUSD>
        <pctVal>-0.00044814508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>693792.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14404.75000000</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>436000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518918"/>
        <valUSD>-921.03000000</valUSD>
        <pctVal>-0.00002865409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-436000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>365719.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-921.03000000</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__06705865"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22996.39000000</valUSD>
        <pctVal>0.000715438953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7728401.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22996.39000000</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__06775218"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1490.63000000</valUSD>
        <pctVal>-0.00004637487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7195059.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1490.63000000</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>50320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670428"/>
        <valUSD>-13397.75000000</valUSD>
        <pctVal>-0.00041681638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50320000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>662431.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13397.75000000</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>448000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518252"/>
        <valUSD>1798.85000000</valUSD>
        <pctVal>0.000055963886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-448000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>378530.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1798.85000000</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__06835866"/>
        </identifiers>
        <balance>771228.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1238.40000000</valUSD>
        <pctVal>-0.00003852776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-771228.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6790000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1238.40000000</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>4330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-20469.15000000</valUSD>
        <pctVal>-0.00063681418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4330000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>754000.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20469.15000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826009"/>
        </identifiers>
        <balance>599279.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4292.34000000</valUSD>
        <pctVal>0.000133538665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-599279.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44940000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4292.34000000</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   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GP31C030"/>
        </identifiers>
        <balance>5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-326.00000000</valUSD>
        <pctVal>-0.00001014216</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>2022-03-14</expDate>
            <notionalAmt>289576.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-326.00000000</unrealizedAppr>
          </futrDeriv>
        </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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYH2 INDEX"/>
        </identifiers>
        <balance>1519.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1307315.00000000</valUSD>
        <pctVal>0.040671778261</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>2022-03-18</expDate>
            <notionalAmt>169033345.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1307315.00000000</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>35160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670429"/>
        <valUSD>-12707.80000000</valUSD>
        <pctVal>-0.00039535140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35160000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>459512.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12707.80000000</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__06757477"/>
        </identifiers>
        <balance>406664.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3864.00000000</valUSD>
        <pctVal>-0.00012021261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406664.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3864.00000000</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 Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NLEN02826316"/>
        </identifiers>
        <balance>268.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>1693274.69000000</valUSD>
        <pctVal>0.052679341037</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>2022-01-21</expDate>
            <notionalAmt>46597463.16000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>1693274.69000000</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__06697144"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4957.67000000</valUSD>
        <pctVal>-0.00015423769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8502404.38000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4957.67000000</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__06831416"/>
        </identifiers>
        <balance>779346.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1536.51000000</valUSD>
        <pctVal>0.000047802246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-779346.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7070000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1536.51000000</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>490000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>494.42000000</valUSD>
        <pctVal>0.000015381863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>412544.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>494.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805260"/>
        </identifiers>
        <balance>703104.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7982.63000000</valUSD>
        <pctVal>-0.00024834699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-703104.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52320000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7982.63000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835785"/>
        </identifiers>
        <balance>468078.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1533.61000000</valUSD>
        <pctVal>0.000047712024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-468078.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35070000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1533.61000000</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__06805218"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>772.33000000</valUSD>
        <pctVal>0.000024027900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7318524.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>772.33000000</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__06750073"/>
        </identifiers>
        <balance>8736325.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>-12132.97000000</valUSD>
        <pctVal>-0.00037746791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8736325.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12132.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06781707"/>
        </identifiers>
        <balance>11119456.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>130034.97000000</valUSD>
        <pctVal>0.004045508133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11119456.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14210000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-119.10000000</valUSD>
        <pctVal>-0.00000370531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>617873.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-119.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805282"/>
        </identifiers>
        <balance>889583.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17655.01000000</valUSD>
        <pctVal>0.000549263683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-889583.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67550000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17655.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705878"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>30198.32000000</valUSD>
        <pctVal>0.000939497653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8193290.66000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>30198.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742331"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>7521.01000000</valUSD>
        <pctVal>0.000233985574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7190533.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7521.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716111"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2152.33000000</valUSD>
        <pctVal>-0.00006696097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-820000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8424821.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2152.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>WTI CRUDE FUTURE  Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLJ2 COMDTY"/>
        </identifiers>
        <balance>137.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>539020.00000000</valUSD>
        <pctVal>0.016769410523</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>2022-03-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>539020.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757455"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2848.87000000</valUSD>
        <pctVal>-0.00008863097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6976804.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2848.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733929"/>
        <valUSD>518.18000000</valUSD>
        <pctVal>0.000016121058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18920000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>251888.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>518.18000000</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>12140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-42057.19000000</valUSD>
        <pctVal>-0.00130843806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12140000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2129320.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-42057.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06781706"/>
        </identifiers>
        <balance>1231299.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26096.36000000</valUSD>
        <pctVal>0.000811881885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1231299.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7030000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>26096.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-13175.70000000</valUSD>
        <pctVal>-0.00040990820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>695021.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13175.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750122"/>
        </identifiers>
        <balance>7886152.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4778.31000000</valUSD>
        <pctVal>0.000148657641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7886152.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4778.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06724232"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1509.72000000</valUSD>
        <pctVal>0.000046968784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2346761.43000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1509.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>61900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180780"/>
        <valUSD>8557.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-61900000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>825807.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8557.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06798957"/>
        </identifiers>
        <balance>14882413.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>159524.93000000</valUSD>
        <pctVal>0.004962968052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14882413.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13700000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>159524.93000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831183"/>
        </identifiers>
        <balance>620322.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9964.41000000</valUSD>
        <pctVal>-0.00031000200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-620322.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45940000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9964.41000000</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>51180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734024"/>
        <valUSD>10570.41000000</valUSD>
        <pctVal>0.000328855227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51180000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>690546.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10570.41000000</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>11870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-69054.35000000</valUSD>
        <pctVal>-0.00214834466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11870000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2054030.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-69054.35000000</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>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-36818.03000000</valUSD>
        <pctVal>-0.00114544295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2098787.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36818.03000000</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__06724303"/>
        </identifiers>
        <balance>8696111.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>6311.07000000</valUSD>
        <pctVal>0.000196343222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8696111.15000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6311.07000000</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__06666847"/>
        </identifiers>
        <balance>2397851.19000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-14172.67000000</valUSD>
        <pctVal>-0.00044092486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2397851.19000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14172.67000000</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__06835692"/>
        </identifiers>
        <balance>60064392.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>305459.64000000</valUSD>
        <pctVal>0.009503131797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60064392.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>305459.64000000</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__06817035"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1905.50000000</valUSD>
        <pctVal>0.000059281866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7019844.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1905.50000000</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>8280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-27320.74000000</valUSD>
        <pctVal>-0.00084997347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8280000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1453651.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27320.74000000</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>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34814999"/>
        <valUSD>-1206.46000000</valUSD>
        <pctVal>-0.00003753408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>391924.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1206.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>59000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17520017"/>
        <valUSD>161.54000000</valUSD>
        <pctVal>0.000005025658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>49775.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>161.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831220"/>
        </identifiers>
        <balance>414549.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2704.93000000</valUSD>
        <pctVal>0.000084152873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-414549.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31160000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2704.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716058"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3547.79000000</valUSD>
        <pctVal>0.000110375026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9609195.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3547.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688983"/>
        </identifiers>
        <balance>7158037.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>5580.18000000</valUSD>
        <pctVal>0.000173604558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7158037.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5580.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724305"/>
        </identifiers>
        <balance>13195545.45000000</balance>
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        <valUSD>9807.96000000</valUSD>
        <pctVal>0.000305134703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13195545.45000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1290000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>9807.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831206"/>
        </identifiers>
        <balance>443040.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2453.29000000</valUSD>
        <pctVal>0.000076324119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-443040.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33170000.00000000</amtCurPur>
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            <unrealizedAppr>2453.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI AUSTRIA ETF</title>
        <cusip>464286202</cusip>
        <identifiers>
          <isin value="US4642862027"/>
        </identifiers>
        <balance>32124.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817555.80000000</valUSD>
        <pctVal>0.025434916767</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__06689002"/>
        </identifiers>
        <balance>9632105.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>5296.94000000</valUSD>
        <pctVal>0.000164792700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9632105.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5296.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>108000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406857"/>
        <valUSD>-121.59000000</valUSD>
        <pctVal>-0.00000378277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-108000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-121.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732767"/>
        </identifiers>
        <balance>2427885.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6417.81000000</valUSD>
        <pctVal>0.000199664002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2427885.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13610000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6417.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688908"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10343.30000000</valUSD>
        <pctVal>0.000321789625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2382401.25000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10343.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7846760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734018"/>
        <valUSD>1357294.91000000</valUSD>
        <pctVal>0.042226699468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7846760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>105609152.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1357294.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697088"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>22624.42000000</valUSD>
        <pctVal>0.000703866622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7424097.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22624.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>146000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406790"/>
        <valUSD>1422.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-146000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1269289.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1422.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716030"/>
        </identifiers>
        <balance>780000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <pctVal>0.000823912480</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8060178.36000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>26483.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831218"/>
        </identifiers>
        <balance>692382.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4737.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-692382.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52060000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4737.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688919"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9344.93000000</valUSD>
        <pctVal>0.000290729411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2378373.27000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9344.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-32376.89000000</valUSD>
        <pctVal>-0.00100727498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8680000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1520140.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32376.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811820"/>
        </identifiers>
        <balance>404827.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>495.26000000</valUSD>
        <pctVal>0.000015407996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-404827.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>495.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>67610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670421"/>
        <valUSD>-22331.70000000</valUSD>
        <pctVal>-0.00069475983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67610000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>885712.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22331.70000000</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__06811791"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-629.13000000</valUSD>
        <pctVal>-0.00001957281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7305837.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-629.13000000</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>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530580"/>
        <valUSD>27.67000000</valUSD>
        <pctVal>0.000000860839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>23784.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27.67000000</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>27610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73833275"/>
        <valUSD>-877729.57000000</valUSD>
        <pctVal>-0.02730697838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>GBP</curSold>
            <amtCurPur>36517333.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-877729.57000000</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__06742368"/>
        </identifiers>
        <balance>101725984.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1475109.90000000</valUSD>
        <pctVal>-0.04589203272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101725984.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11543000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1475109.90000000</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__06769870"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2006.35000000</valUSD>
        <pctVal>-0.00006241940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7602307.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2006.35000000</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>35130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670450"/>
        <valUSD>-9520.15000000</valUSD>
        <pctVal>-0.00029618066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35130000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>462297.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9520.15000000</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__06790196"/>
        </identifiers>
        <balance>24459343.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>515845.69000000</valUSD>
        <pctVal>0.016048436314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24459343.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18440000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>515845.69000000</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__06790193"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2273.39000000</valUSD>
        <pctVal>-0.00007072726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7702869.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2273.39000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06724371"/>
        </identifiers>
        <balance>10974936.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5468.72000000</valUSD>
        <pctVal>-0.00017013693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10974936.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175460000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5468.72000000</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>118000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406853"/>
        <valUSD>-26.08000000</valUSD>
        <pctVal>-0.00000081137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-118000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1024688.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-26.08000000</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__06750063"/>
        </identifiers>
        <balance>16979289.13000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-25211.63000000</valUSD>
        <pctVal>-0.00078435711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16979289.13000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-25211.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817113"/>
        </identifiers>
        <balance>800565.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14433.87000000</valUSD>
        <pctVal>-0.00044905103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800565.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59170000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14433.87000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836007"/>
        </identifiers>
        <balance>2187907.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6303.47000000</valUSD>
        <pctVal>0.000196106779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2187907.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1620000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6303.47000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757505"/>
        </identifiers>
        <balance>26323.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254.52000000</valUSD>
        <pctVal>-0.00000791835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26323.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-254.52000000</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__06835675"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>976.23000000</valUSD>
        <pctVal>0.000030371417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2390504.48000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>976.23000000</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__06697138"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4374.89000000</valUSD>
        <pctVal>-0.00013610687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9949390.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4374.89000000</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__06790185"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13770.20000000</valUSD>
        <pctVal>0.000428403652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7546678.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13770.20000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817140"/>
        </identifiers>
        <balance>422131.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5634.30000000</valUSD>
        <pctVal>0.000175288281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-422131.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31850000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5634.30000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06775250"/>
        </identifiers>
        <balance>1128544.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49465.11000000</valUSD>
        <pctVal>0.001538905302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1128544.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24170000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>49465.11000000</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__06775234"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5047.00000000</valUSD>
        <pctVal>-0.00015701683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10046285.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5047.00000000</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__06757485"/>
        </identifiers>
        <balance>399042.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3810.37000000</valUSD>
        <pctVal>-0.00011854413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-399042.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>470000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3810.37000000</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__06831019"/>
        </identifiers>
        <balance>65758000.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-107355.34000000</valUSD>
        <pctVal>-0.00333992387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65758000.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7560000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-107355.34000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-190.56000000</valUSD>
        <pctVal>-0.00000592849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>499597.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-190.56000000</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>10270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-39645.39000000</valUSD>
        <pctVal>-0.00123340473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10270000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1797261.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-39645.39000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817073"/>
        </identifiers>
        <balance>10111.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20.28000000</valUSD>
        <pctVal>-0.00000063092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10111.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20.28000000</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__06716016"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29078.05000000</valUSD>
        <pctVal>0.000904645018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8083068.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29078.05000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-1552.84000000</valUSD>
        <pctVal>-0.00004831028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>NZD</curSold>
            <amtCurPur>546160.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1552.84000000</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__06805246"/>
        </identifiers>
        <balance>24200357.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>332729.74000000</valUSD>
        <pctVal>0.010351529819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24200357.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35840000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>332729.74000000</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>86000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406777"/>
        <valUSD>-220.00000000</valUSD>
        <pctVal>-0.00000684440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-86000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>746605.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-220.00000000</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__06750110"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4487.93000000</valUSD>
        <pctVal>-0.00013962365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7270904.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4487.93000000</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__06724390"/>
        </identifiers>
        <balance>295963.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4327.47000000</valUSD>
        <pctVal>-0.00013463159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295963.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>249000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4327.47000000</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__06705912"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4910.75000000</valUSD>
        <pctVal>0.000152777972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10445368.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4910.75000000</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>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-34074.43000000</valUSD>
        <pctVal>-0.00106008701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2106896.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-34074.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817104"/>
        </identifiers>
        <balance>870990.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15904.96000000</valUSD>
        <pctVal>-0.00049481800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870990.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64360000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15904.96000000</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__06750108"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4890.00000000</valUSD>
        <pctVal>-0.00015213242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7473223.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4890.00000000</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4447.97000000</valUSD>
        <pctVal>0.000138380458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407248.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4447.97000000</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>88000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406869"/>
        <valUSD>717.85000000</valUSD>
        <pctVal>0.000022332977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>764911.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>717.85000000</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__06716039"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>29074.61000000</valUSD>
        <pctVal>0.000904537996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9788830.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29074.61000000</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 Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0B00079193"/>
        </identifiers>
        <balance>-208.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>-226121.97000000</valUSD>
        <pctVal>-0.00703486353</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MEFF Madrid IBEX 35 Index</indexName>
                <indexIdentifier>IBEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-01-21</expDate>
            <notionalAmt>-20216149.28000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-226121.97000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732760"/>
        </identifiers>
        <balance>1876042.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14522.30000000</valUSD>
        <pctVal>0.000451802178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1876042.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10570000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14522.30000000</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__06757498"/>
        </identifiers>
        <balance>370987.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3505.98000000</valUSD>
        <pctVal>-0.00010907427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-370987.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>437000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3505.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798936"/>
        </identifiers>
        <balance>2085981.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56778.18000000</valUSD>
        <pctVal>0.001766421671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2085981.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11980000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56778.18000000</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>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-253.13000000</valUSD>
        <pctVal>-0.00000787510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1100000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>799502.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-253.13000000</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__06732846"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3998.28000000</valUSD>
        <pctVal>-0.00012439018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9849820.80000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-3998.28000000</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>52480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670406"/>
        <valUSD>-18906.78000000</valUSD>
        <pctVal>-0.00058820740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
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            <curSold>INR</curSold>
            <amtCurPur>685932.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18906.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817059"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>437.75000000</valUSD>
        <pctVal>0.000013618807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>7933371.60000000</amtCurPur>
            <curPur>SEK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499960"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-89000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>775268.08000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2396.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724297"/>
        </identifiers>
        <balance>10133841.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>6750.70000000</valUSD>
        <pctVal>0.000210020518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10133841.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6750.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697155"/>
        </identifiers>
        <balance>2826572.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>87006.57000000</valUSD>
        <pctVal>0.002706854830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2826572.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25700000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>87006.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826007"/>
        </identifiers>
        <balance>443095.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3204.62000000</valUSD>
        <pctVal>0.000099698690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-443095.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33230000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3204.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-13948.02000000</valUSD>
        <pctVal>-0.00043393579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694248.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13948.02000000</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__06697150"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5094.15000000</valUSD>
        <pctVal>-0.00015848371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7471375.53000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5094.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781748"/>
        </identifiers>
        <balance>777232.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13421.49000000</valUSD>
        <pctVal>-0.00041755496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-777232.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57490000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13421.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06835872"/>
        </identifiers>
        <balance>720868.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-774.96000000</valUSD>
        <pctVal>-0.00002410972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-720868.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6350000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-774.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06831420"/>
        </identifiers>
        <balance>790531.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2501.56000000</valUSD>
        <pctVal>0.000077825844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-790531.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7180000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2501.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781716"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9025.57000000</valUSD>
        <pctVal>0.000280793826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7203804.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9025.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180752"/>
        <valUSD>6539.73000000</valUSD>
        <pctVal>0.000203457046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53300000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>710246.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>6539.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>-223.54000000</valUSD>
        <pctVal>-0.00000695453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>405940.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-223.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769883"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>-0.00001792798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
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            <amtCurPur>7306316.06000000</amtCurPur>
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            <unrealizedAppr>-576.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06781724"/>
        </identifiers>
        <balance>25865003.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>423956.67000000</valUSD>
        <pctVal>0.013189683951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25865003.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19410000.00000000</amtCurPur>
            <curPur>GBP</curPur>
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            <unrealizedAppr>423956.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06781730"/>
        </identifiers>
        <balance>187049.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1206.31000000</valUSD>
        <pctVal>-0.00003752941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-187049.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>221000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1206.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 1/2 02/15/22</title>
        <cusip>9128286C9</cusip>
        <identifiers>
          <isin value="US9128286C90"/>
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        <balance>286500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287321670.54000000</valUSD>
        <pctVal>8.938842799205</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06835863"/>
        </identifiers>
        <balance>1088722.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1211.16000000</valUSD>
        <pctVal>-0.00003768030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1088722.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9590000.00000000</amtCurPur>
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            <unrealizedAppr>-1211.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>59270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180807"/>
        <valUSD>8323.97000000</valUSD>
        <pctVal>0.000258966402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-59270000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>790850.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8323.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06769849"/>
        </identifiers>
        <balance>520888.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6128.67000000</valUSD>
        <pctVal>0.000190668589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-520888.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6128.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697130"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2792.86000000</valUSD>
        <pctVal>-0.00008688845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8316043.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2792.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835579"/>
        </identifiers>
        <balance>917065.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4066.51000000</valUSD>
        <pctVal>0.000126512885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-917065.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697054"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4255.87000000</valUSD>
        <pctVal>0.000132404050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>PLN</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI BRAZIL ETF</title>
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        <identifiers>
          <isin value="US4642864007"/>
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        <balance>322436.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__06724284"/>
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        <balance>8966800.66000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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          <other otherDesc="Internal ID" value="CCTEUR__06835694"/>
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        <balance>7698441.52000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
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          <other otherDesc="Internal ID" value="CCTBRL__06742283"/>
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        <balance>1947480.84000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-1947480.84000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <balance>23000000.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="853.80390055"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <balance>1550000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1550000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1060851.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-342.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGJ22 COMDTY"/>
        </identifiers>
        <balance>-314.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>296590.00000000</valUSD>
        <pctVal>0.009227189097</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
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                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-29</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>296590.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697109"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2434.46000000</valUSD>
        <pctVal>-0.00007573830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9246101.67000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2434.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06816987"/>
        </identifiers>
        <balance>4599449.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63428.45000000</valUSD>
        <pctVal>0.001973317719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4599449.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5890000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>63428.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798944"/>
        </identifiers>
        <balance>784573.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20302.78000000</valUSD>
        <pctVal>0.000631638255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-784573.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20302.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>84000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406840"/>
        <valUSD>742.34000000</valUSD>
        <pctVal>0.000023094883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>730199.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>742.34000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835784"/>
        </identifiers>
        <balance>497561.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1643.54000000</valUSD>
        <pctVal>0.000051132048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-497561.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37280000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1643.54000000</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>102000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499970"/>
        <valUSD>2592.04000000</valUSD>
        <pctVal>0.000080640760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-102000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>888354.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2592.04000000</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__06831136"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2044.33000000</valUSD>
        <pctVal>0.000063600996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2440709.36000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2044.33000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781744"/>
        </identifiers>
        <balance>1064366.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18228.50000000</valUSD>
        <pctVal>-0.00056710548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1064366.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18228.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781765"/>
        </identifiers>
        <balance>1145301.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19182.47000000</valUSD>
        <pctVal>-0.00059678437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1145301.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84760000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19182.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>31950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670376"/>
        <valUSD>-8479.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-31950000.00000000</amtCurSold>
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            <amtCurPur>420629.40000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTINR__06831210"/>
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        <balance>631744.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3658.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697085"/>
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        <balance>740000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>172170000.00000000</balance>
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        <currencyConditional curCd="RUB" exchangeRt="75.26734004"/>
        <valUSD>6908.61000000</valUSD>
        <pctVal>0.000214933244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-172170000.00000000</amtCurSold>
            <curSold>RUB</curSold>
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            <unrealizedAppr>6908.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716021"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>28486.56000000</valUSD>
        <pctVal>0.000886243217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
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            <amtCurPur>8077850.82000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>28486.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697137"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4813.84000000</valUSD>
        <pctVal>-0.00014976301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1070000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10975210.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4813.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>433000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516641"/>
        <valUSD>1465.24000000</valUSD>
        <pctVal>0.000045584971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>365583.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1465.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835682"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1465.21000000</valUSD>
        <pctVal>0.000045584037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2254790.86000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1465.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>533000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516825"/>
        <valUSD>581.63000000</valUSD>
        <pctVal>0.000018095047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-533000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>448791.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>581.63000000</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>51100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670393"/>
        <valUSD>-13828.52000000</valUSD>
        <pctVal>-0.00043021804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51100000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>672476.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13828.52000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835790"/>
        </identifiers>
        <balance>565009.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1416.92000000</valUSD>
        <pctVal>0.000044081691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-565009.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>42300000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1416.92000000</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>38730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670396"/>
        <valUSD>-14017.95000000</valUSD>
        <pctVal>-0.00043611138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>506150.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14017.95000000</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__06697123"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2323.09000000</valUSD>
        <pctVal>-0.00007227347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8835192.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2323.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>41000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
        <valUSD>-49.26000000</valUSD>
        <pctVal>-0.00000153252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>355995.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-49.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732745"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2580.00000000</valUSD>
        <pctVal>0.000080266185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2259288.57000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2580.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836001"/>
        </identifiers>
        <balance>1121877.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2316.56000000</valUSD>
        <pctVal>0.000072070323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1121877.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2316.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835715"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4985.53000000</valUSD>
        <pctVal>-0.00015510444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8914069.59000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4985.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790183"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>11315.34000000</valUSD>
        <pctVal>0.000352030688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7023320.94000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11315.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724250"/>
        </identifiers>
        <balance>2135681.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37484.36000000</valUSD>
        <pctVal>0.001166173093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2135681.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>37484.36000000</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__06688952"/>
        </identifiers>
        <balance>9745634.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-24177.58000000</valUSD>
        <pctVal>-0.00075218686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9745634.85000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24177.58000000</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>50690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180725"/>
        <valUSD>7410.61000000</valUSD>
        <pctVal>0.000230550928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50690000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>676657.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>7410.61000000</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__06716095"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-900.49000000</valUSD>
        <pctVal>-0.00002801507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10598719.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-900.49000000</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>129000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499961"/>
        <valUSD>2241.92000000</valUSD>
        <pctVal>0.000069748203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1122471.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2241.92000000</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>331000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399343"/>
        <valUSD>2851.42000000</valUSD>
        <pctVal>0.000088710312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-331000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>390528.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2851.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817132"/>
        </identifiers>
        <balance>511566.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7527.46000000</valUSD>
        <pctVal>0.000234186239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-511566.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38650000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7527.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826004"/>
        </identifiers>
        <balance>467845.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3300.67000000</valUSD>
        <pctVal>0.000102686895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-467845.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35080000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3300.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798950"/>
        </identifiers>
        <balance>1216323.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35706.78000000</valUSD>
        <pctVal>0.001110870936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1216323.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7000000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>35706.78000000</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>430000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>-9619.76000000</valUSD>
        <pctVal>-0.00029927962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-430000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>494008.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9619.76000000</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__06831427"/>
        </identifiers>
        <balance>588995.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-296.00000000</valUSD>
        <pctVal>-0.00000920883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-588995.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5330000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-296.00000000</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__06805194"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13124.86000000</valUSD>
        <pctVal>0.000408326528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7239963.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13124.86000000</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__06831148"/>
        </identifiers>
        <balance>7098049.63000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>2963.78000000</valUSD>
        <pctVal>0.000092205935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7098049.63000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2963.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836017"/>
        </identifiers>
        <balance>1187736.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4180.91000000</valUSD>
        <pctVal>0.000130071975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1187736.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4180.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775214"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1151.36000000</valUSD>
        <pctVal>-0.00003581987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7816006.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1151.36000000</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>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>783.29000000</valUSD>
        <pctVal>0.000024368876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>738924.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>783.29000000</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__06697095"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>25340.16000000</valUSD>
        <pctVal>0.000788355804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8150437.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25340.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817100"/>
        </identifiers>
        <balance>1212820.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24390.05000000</valUSD>
        <pctVal>-0.00075879700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1212820.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89450000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24390.05000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835987"/>
        </identifiers>
        <balance>1092592.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4512.53000000</valUSD>
        <pctVal>0.000140388980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1092592.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4512.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06705829"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2836.74000000</valUSD>
        <pctVal>0.000088253603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2352115.41000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2836.74000000</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__06732759"/>
        </identifiers>
        <balance>2448631.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19655.42000000</valUSD>
        <pctVal>0.000611498287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2448631.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19655.42000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757499"/>
        </identifiers>
        <balance>371943.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3620.73000000</valUSD>
        <pctVal>-0.00011264425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-371943.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>438000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3620.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06750159"/>
        </identifiers>
        <balance>70091.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1270.15000000</valUSD>
        <pctVal>-0.00003951554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70091.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1270.15000000</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__06790195"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3346.47000000</valUSD>
        <pctVal>-0.00010411177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7281238.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3346.47000000</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__06750127"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5267.55000000</valUSD>
        <pctVal>-0.00016387835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7984702.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5267.55000000</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__06835710"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3338.88000000</valUSD>
        <pctVal>-0.00010387564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7384286.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3338.88000000</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__06716100"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1782.19000000</valUSD>
        <pctVal>-0.00005544557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9663923.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1782.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06811763"/>
        </identifiers>
        <balance>2109160.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40753.62000000</valUSD>
        <pctVal>0.001267882794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2109160.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12020000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>40753.62000000</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__06724294"/>
        </identifiers>
        <balance>7684223.25000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4333.16000000</valUSD>
        <pctVal>0.000134808613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7684223.25000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4333.16000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1484.72000000</valUSD>
        <pctVal>0.000046191011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407648.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1484.72000000</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__06716054"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5149.77000000</valUSD>
        <pctVal>0.000160214105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11477325.63000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5149.77000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06799000"/>
        </identifiers>
        <balance>13633399.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>227339.99000000</valUSD>
        <pctVal>0.007072757264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13633399.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>284390000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>227339.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>18860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-267250.22000000</valUSD>
        <pctVal>-0.00831440141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18860000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>20440119.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-267250.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06825958"/>
        </identifiers>
        <balance>947640.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12844.76000000</valUSD>
        <pctVal>0.000399612358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-947640.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5370000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12844.76000000</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>2539730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734018"/>
        <valUSD>48189.95000000</valUSD>
        <pctVal>0.001499233896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2539730000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>33790979.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>48189.95000000</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__06811833"/>
        </identifiers>
        <balance>7521229.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56344.39000000</valUSD>
        <pctVal>0.001752926063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7521229.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66840000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56344.39000000</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__06742334"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8217.93000000</valUSD>
        <pctVal>0.000255667399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7598043.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8217.93000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835772"/>
        </identifiers>
        <balance>647314.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2268.21000000</valUSD>
        <pctVal>0.000070566110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-647314.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48510000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2268.21000000</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__06732835"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4566.61000000</valUSD>
        <pctVal>-0.00014207145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8608923.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4566.61000000</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>38000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500121"/>
        <valUSD>723.72000000</valUSD>
        <pctVal>0.000022515598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>330713.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>723.72000000</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__06835495"/>
        </identifiers>
        <balance>1224979.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3197.21000000</valUSD>
        <pctVal>0.000099468158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1224979.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3197.21000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06811832"/>
        </identifiers>
        <balance>13414209.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>200400.92000000</valUSD>
        <pctVal>0.006234657891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13414209.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>279340000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>200400.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688972"/>
        </identifiers>
        <balance>12569593.86000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>10700.03000000</valUSD>
        <pctVal>0.000332887825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12569593.86000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10700.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835888"/>
        </identifiers>
        <balance>767669.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1064.10000000</valUSD>
        <pctVal>0.000033105134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-767669.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6960000.00000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1064.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-433.99000000</valUSD>
        <pctVal>-0.00001350183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>519893.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-433.99000000</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="1.46061942"/>
        <valUSD>-210.73000000</valUSD>
        <pctVal>-0.00000655600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>479038.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-210.73000000</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__06697060"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4029.26000000</valUSD>
        <pctVal>0.000125354003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2265135.74000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4029.26000000</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>63120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670405"/>
        <valUSD>-20534.38000000</valUSD>
        <pctVal>-0.00063884354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63120000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>827206.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20534.38000000</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__06724341"/>
        </identifiers>
        <balance>7581715.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4281.11000000</valUSD>
        <pctVal>0.000133189289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7581715.14000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4281.11000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799032"/>
        </identifiers>
        <balance>735422.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17095.38000000</valUSD>
        <pctVal>0.000531853076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-735422.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56030000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17095.38000000</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__06775242"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2323.21000000</valUSD>
        <pctVal>-0.00007227721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6981563.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2323.21000000</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__06724329"/>
        </identifiers>
        <balance>7478995.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>4252.44000000</valUSD>
        <pctVal>0.000132297339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7478995.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4252.44000000</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__06817033"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3356.65000000</valUSD>
        <pctVal>0.000104428484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1260000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13005783.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3356.65000000</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__06724301"/>
        </identifiers>
        <balance>7469728.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>5276.07000000</valUSD>
        <pctVal>0.000164143415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7469728.65000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5276.07000000</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__06805288"/>
        </identifiers>
        <balance>402336.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7297.05000000</valUSD>
        <pctVal>0.000227017971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-402336.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30500000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7297.05000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-1685.62000000</valUSD>
        <pctVal>-0.00005244119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>532334.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1685.62000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06697154"/>
        </identifiers>
        <balance>17564792.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-159450.88000000</valUSD>
        <pctVal>-0.00496066428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17564792.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20698000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-159450.88000000</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__06716109"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1101.59000000</valUSD>
        <pctVal>-0.00003427148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7404539.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1101.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811846"/>
        </identifiers>
        <balance>807549.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11453.73000000</valUSD>
        <pctVal>-0.00035633612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-807549.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11453.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06775205"/>
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        <name>N/A</name>
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      <invstOrSec>
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        <name>Vanguard Index Fds</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>EUREX DEUTSCHLAND</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399160"/>
        <valUSD>4412.40000000</valUSD>
        <pctVal>0.000137273843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-362000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>428397.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4412.40000000</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__06805231"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2930.21000000</valUSD>
        <pctVal>0.000091161542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9809563.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2930.21000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CNH2 COMDTY"/>
        </identifiers>
        <balance>1685.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26315000"/>
        <valUSD>2350596.35000000</valUSD>
        <pctVal>0.073129225573</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>2022-03-22</expDate>
            <notionalAmt>186333202.73000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>2350596.35000000</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>59720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-869957.37000000</valUSD>
        <pctVal>-0.02706517805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59720000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>42551598.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-869957.37000000</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__06757457"/>
        </identifiers>
        <balance>20066032.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>493803.54000000</valUSD>
        <pctVal>0.015362684650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20066032.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15180000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>493803.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>167000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406776"/>
        <valUSD>1349.65000000</valUSD>
        <pctVal>0.000041988859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1451580.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1349.65000000</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 FEB22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBG2 COMDTY"/>
        </identifiers>
        <balance>358.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>114517.20000000</valUSD>
        <pctVal>0.003562735963</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>2022-01-31</expDate>
            <notionalAmt>33334568.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>114517.20000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811842"/>
        </identifiers>
        <balance>765077.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10699.88000000</valUSD>
        <pctVal>-0.00033288315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-765077.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56780000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10699.88000000</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     Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BCH2 INDEX"/>
        </identifiers>
        <balance>-161.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.40500000"/>
        <valUSD>-15766.13000000</valUSD>
        <pctVal>-0.00049049888</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>TEF SET50 Index</indexName>
                <indexIdentifier>SET50</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-03-30</expDate>
            <notionalAmt>-930599.96000000</notionalAmt>
            <curCd>THB</curCd>
            <unrealizedAppr>-15766.13000000</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>77400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734055"/>
        <valUSD>20249.95000000</valUSD>
        <pctVal>0.000629994665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-77400000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1048584.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20249.95000000</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__06831421"/>
        </identifiers>
        <balance>728026.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>944.82000000</valUSD>
        <pctVal>0.000029394223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-728026.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6600000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>944.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBOE FUTURES EXCHANGE</name>
        <lei>254900O9GJPIWCP8RH13</lei>
        <title>CBOE VIX FUTURE   Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXG2 INDEX"/>
        </identifiers>
        <balance>-558.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>586393.80000000</valUSD>
        <pctVal>0.018243253238</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>2022-02-16</expDate>
            <notionalAmt>-12845932.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>586393.80000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06775251"/>
        </identifiers>
        <balance>21192886.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>635151.68000000</valUSD>
        <pctVal>0.019760155962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21192886.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>192540000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>635151.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06769916"/>
        </identifiers>
        <balance>3938091.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31197.53000000</valUSD>
        <pctVal>0.000970584000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3938091.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63490000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31197.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78280000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734040"/>
        <valUSD>16074.86000000</valUSD>
        <pctVal>0.000500103755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-78280000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1056100.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16074.86000000</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>487000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518492"/>
        <valUSD>617.78000000</valUSD>
        <pctVal>0.000019219706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-487000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>410145.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>617.78000000</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__06769856"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>20218.93000000</valUSD>
        <pctVal>0.000629029604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8004923.94000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20218.93000000</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__06697086"/>
        </identifiers>
        <balance>8322016.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-22040.76000000</valUSD>
        <pctVal>-0.00068570842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8322016.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22040.76000000</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>11960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-32557.95000000</valUSD>
        <pctVal>-0.00101290792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11960000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2106624.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32557.95000000</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__06716139"/>
        </identifiers>
        <balance>65169125.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>197973.49000000</valUSD>
        <pctVal>0.006159138300</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-65169125.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>591750000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>197973.49000000</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__06688946"/>
        </identifiers>
        <balance>7695384.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-19253.28000000</valUSD>
        <pctVal>-0.00059898734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7695384.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19253.28000000</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>4600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-12217.77000000</valUSD>
        <pctVal>-0.00038010612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4600000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>810544.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12217.77000000</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__06831411"/>
        </identifiers>
        <balance>712145.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1363.12000000</valUSD>
        <pctVal>0.000042407923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-712145.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6460000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1363.12000000</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   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EBR99"/>
        </identifiers>
        <balance>56.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>-6079.91000000</valUSD>
        <pctVal>-0.00018915162</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>2022-03-08</expDate>
            <notionalAmt>7086175.54000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-6079.91000000</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>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-0.77000000</valUSD>
        <pctVal>-0.00000002395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>506633.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-0.77000000</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>6880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-27295.94000000</valUSD>
        <pctVal>-0.00084920192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6880000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1203270.52000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27295.94000000</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__06811835"/>
        </identifiers>
        <balance>639796.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9588.01000000</valUSD>
        <pctVal>0.000298291855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-639796.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2620000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9588.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750138"/>
        </identifiers>
        <balance>9222716.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>5017.66000000</valUSD>
        <pctVal>0.000156104041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9222716.70000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5017.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705894"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1165.12000000</valUSD>
        <pctVal>0.000036247960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6910162.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1165.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835543"/>
        </identifiers>
        <balance>906024.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3736.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-906024.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750156"/>
        </identifiers>
        <balance>36873618.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47115.10000000</valUSD>
        <pctVal>-0.00146579431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36873618.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>333380000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-47115.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688975"/>
        </identifiers>
        <balance>10328586.23000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>7989.49000000</valUSD>
        <pctVal>0.000248560420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10328586.23000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7989.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716151"/>
        </identifiers>
        <balance>300915.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3423.61000000</valUSD>
        <pctVal>-0.00010651167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-300915.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>254000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3423.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREA EXCHANGE (FUTURES MARKET)</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR4101S30001"/>
        </identifiers>
        <balance>-1642.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1188.75000000"/>
        <valUSD>346367.03000000</valUSD>
        <pctVal>0.010775798519</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>KFE KOSPI 200 Index</indexName>
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            <unrealizedAppr>346367.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688981"/>
        </identifiers>
        <balance>16962892.60000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
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        <pctVal>0.000452526130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-16962892.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1660000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14545.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06831169"/>
        </identifiers>
        <balance>21355105.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21184.44000000</valUSD>
        <pctVal>-0.00065906751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-21355105.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>193130000.00000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-21184.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732841"/>
        </identifiers>
        <balance>830000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3655.62000000</valUSD>
        <pctVal>-0.00011372971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781719"/>
        </identifiers>
        <balance>900000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>16246.67000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-900000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9173974.50000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTINR__06811882"/>
        </identifiers>
        <balance>699593.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-699593.20000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12498.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724324"/>
        </identifiers>
        <balance>10760613.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
        <valUSD>5768.10000000</valUSD>
        <pctVal>0.000179450923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10760613.15000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5768.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN FUTURE    Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S H2 COMDTY"/>
        </identifiers>
        <balance>375.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-522587.50000000</valUSD>
        <pctVal>-0.01625818025</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>CBOT Soybean Future</issueTitle>
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                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697145"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5781.88000000</valUSD>
        <pctVal>-0.00017987963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-860000.00000000</amtCurSold>
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            <amtCurPur>8803881.06000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-5781.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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__06757458"/>
        </identifiers>
        <balance>957085.32000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>2980000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732784"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>19240.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1120000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11407876.48000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>19240.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757449"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5431.07000000</valUSD>
        <pctVal>-0.00016896560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7571304.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5431.07000000</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__06724330"/>
        </identifiers>
        <balance>14753219.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>8373.75000000</valUSD>
        <pctVal>0.000260515104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14753219.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8373.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17514171"/>
        <valUSD>346.88000000</valUSD>
        <pctVal>0.000010791757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>69302.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>346.88000000</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__06835612"/>
        </identifiers>
        <balance>803301.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4111.17000000</valUSD>
        <pctVal>0.000127902299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-803301.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4111.17000000</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__06716062"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2517.50000000</valUSD>
        <pctVal>0.000078321752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10423702.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2517.50000000</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>54560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180778"/>
        <valUSD>8804.69000000</valUSD>
        <pctVal>0.000273922045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54560000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>729146.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8804.69000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811879"/>
        </identifiers>
        <balance>420462.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7034.53000000</valUSD>
        <pctVal>0.000218850731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420462.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31830000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7034.53000000</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>99000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500061"/>
        <valUSD>2320.61000000</valUSD>
        <pctVal>0.000072196322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>862031.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2320.61000000</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>53110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734042"/>
        <valUSD>12431.95000000</valUSD>
        <pctVal>0.000386769457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53110000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>718050.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12431.95000000</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  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGG22 COMDTY"/>
        </identifiers>
        <balance>-781.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1030680.00000000</valUSD>
        <pctVal>0.032065407663</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-01-27</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>1030680.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724295"/>
        </identifiers>
        <balance>10654229.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>6144.20000000</valUSD>
        <pctVal>0.000191151742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10654229.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6144.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>436000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518918"/>
        <valUSD>617.73000000</valUSD>
        <pctVal>0.000019218151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-436000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>367258.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>617.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769879"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2227.72000000</valUSD>
        <pctVal>-0.00006930642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-980000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10071807.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2227.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781763"/>
        </identifiers>
        <balance>702570.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11700.03000000</valUSD>
        <pctVal>-0.00036399874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-702570.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11700.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705857"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22082.92000000</valUSD>
        <pctVal>0.000687020056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7519662.11000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22082.92000000</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>453000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516684"/>
        <valUSD>563.40000000</valUSD>
        <pctVal>0.000017527894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>381499.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>563.40000000</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     Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGH2 COMDTY"/>
        </identifiers>
        <balance>494.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>770000.00000000</valUSD>
        <pctVal>0.023955411864</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>2022-03-29</expDate>
            <notionalAmt>54354225.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>770000.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06750157"/>
        </identifiers>
        <balance>6394648.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>80253.13000000</valUSD>
        <pctVal>0.002496749068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6394648.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8730000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>80253.13000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>123.34000000</valUSD>
        <pctVal>0.000003837221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>499911.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>123.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VanEck ETF Trust</name>
        <lei>549300ZLFKNTXC51ZN76</lei>
        <title>VANECK RUSSIA ET</title>
        <cusip>92189F403</cusip>
        <identifiers>
          <isin value="US92189F4037"/>
        </identifiers>
        <balance>343094.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9146886.04000000</valUSD>
        <pctVal>0.284568080994</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__06811812"/>
        </identifiers>
        <balance>405289.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>874.14000000</valUSD>
        <pctVal>0.000027195303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405289.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>874.14000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FAH2 INDEX"/>
        </identifiers>
        <balance>34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16370.00000000</valUSD>
        <pctVal>-0.00050928583</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>2022-03-18</expDate>
            <notionalAmt>9664550.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-16370.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811877"/>
        </identifiers>
        <balance>544597.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9550.23000000</valUSD>
        <pctVal>0.000297116484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-544597.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41260000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9550.23000000</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__06750144"/>
        </identifiers>
        <balance>15473651.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>8420.51000000</valUSD>
        <pctVal>0.000261969850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15473651.01000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8420.51000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
        <valUSD>712.27000000</valUSD>
        <pctVal>0.000022159378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>712801.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>712.27000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835979"/>
        </identifiers>
        <balance>2479032.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13157.90000000</valUSD>
        <pctVal>0.000409354433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2479032.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1840000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>13157.90000000</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>6000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17611897"/>
        <valUSD>6.45000000</valUSD>
        <pctVal>0.000000200665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>5051.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6.45000000</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>210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061941"/>
        <valUSD>77.48000000</valUSD>
        <pctVal>0.000002410474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-210000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>143852.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>77.48000000</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__06805207"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6888.19000000</valUSD>
        <pctVal>0.000214297959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6783588.53000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6888.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835971"/>
        </identifiers>
        <balance>1453647.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9159.51000000</valUSD>
        <pctVal>0.000284960824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            </counterparties>
            <amtCurSold>-1453647.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
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            <unrealizedAppr>9159.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06835423"/>
        </identifiers>
        <balance>429571.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2565.15000000</valUSD>
        <pctVal>0.000079804187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429571.00000000</amtCurSold>
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            <amtCurPur>380000.00000000</amtCurPur>
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            <unrealizedAppr>2565.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817000"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>75.36000000</valUSD>
        <pctVal>0.000002344519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>75.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831197"/>
        </identifiers>
        <balance>464334.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2379.74000000</valUSD>
        <pctVal>0.000074035911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-464334.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34750000.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>2379.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817038"/>
        </identifiers>
        <balance>1430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2331.63000000</valUSD>
        <pctVal>0.000072539164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>14747152.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2331.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697069"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4108.52000000</valUSD>
        <pctVal>0.000127819855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2311351.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4108.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688993"/>
        </identifiers>
        <balance>17294963.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>11990.25000000</valUSD>
        <pctVal>0.000373027762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17294963.14000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11990.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399361"/>
        <valUSD>-2062.85000000</valUSD>
        <pctVal>-0.00006417717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-361000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>420750.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2062.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697148"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5665.17000000</valUSD>
        <pctVal>-0.00017624867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8907916.95000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5665.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805247"/>
        </identifiers>
        <balance>19822515.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>196883.84000000</valUSD>
        <pctVal>0.006125238281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-19822515.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>181230000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>196883.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>131000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500017"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-131000000.00000000</amtCurSold>
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            <amtCurPur>1141075.22000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716088"/>
        </identifiers>
        <balance>1180000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1266.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1180000.00000000</amtCurSold>
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            <amtCurPur>12140093.70000000</amtCurPur>
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            <unrealizedAppr>-1266.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697143"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5256.41000000</valUSD>
        <pctVal>-0.00016353177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8602679.40000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5256.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>16340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-116879.27000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-16340000.00000000</amtCurSold>
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            <unrealizedAppr>-116879.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>250000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2680.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-250000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1158203.25000000</amtCurPur>
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            <unrealizedAppr>2680.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732780"/>
        </identifiers>
        <balance>830000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14632.73000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8457353.14000000</amtCurPur>
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            <unrealizedAppr>14632.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716009"/>
        </identifiers>
        <balance>1150000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1150000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11919940.90000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>43165.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06831137"/>
        </identifiers>
        <balance>9441187.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32738.79000000</valUSD>
        <pctVal>0.001018534023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9441187.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13030000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>32738.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734040"/>
        <valUSD>11106.15000000</valUSD>
        <pctVal>0.000345522594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-51520000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>695599.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11106.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>68480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180795"/>
        <valUSD>4959.49000000</valUSD>
        <pctVal>0.000154294318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-68480000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>909083.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4959.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>56860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>-39668.26000000</valUSD>
        <pctVal>-0.00123411624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-56860000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>6241317.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-39668.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817112"/>
        </identifiers>
        <balance>710380.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12468.10000000</valUSD>
        <pctVal>-0.00038789411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710380.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52530000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12468.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817105"/>
        </identifiers>
        <balance>851391.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16102.47000000</valUSD>
        <pctVal>-0.00050096272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-851391.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62870000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16102.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD S&amp;P 500 ETF</title>
        <cusip>922908363</cusip>
        <identifiers>
          <isin value="US9229083632"/>
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        <balance>121204.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52914030.28000000</valUSD>
        <pctVal>1.646204400998</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__06835969"/>
        </identifiers>
        <balance>1789741.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11678.77000000</valUSD>
        <pctVal>0.000363337331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1789741.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1330000.00000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>11678.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769853"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>20507.68000000</valUSD>
        <pctVal>0.000638012884</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7706448.75000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>20507.68000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817126"/>
        </identifiers>
        <balance>369459.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5658.22000000</valUSD>
        <pctVal>0.000176032455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-369459.11000000</amtCurSold>
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            <amtCurPur>27930000.00000000</amtCurPur>
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            <unrealizedAppr>5658.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798960"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>19375.42000000</valUSD>
        <pctVal>0.000602787228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8198165.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19375.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>81000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499927"/>
        <valUSD>1640.84000000</valUSD>
        <pctVal>0.000051048049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-81000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>705040.61000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1640.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790260"/>
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        <balance>801976.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8271.93000000</valUSD>
        <pctVal>-0.00025734738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-801976.08000000</amtCurSold>
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            <amtCurPur>59740000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8271.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790261"/>
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        <balance>139280.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1372.02000000</valUSD>
        <pctVal>-0.00004268481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-139280.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10380000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1372.02000000</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__06716105"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1758.32000000</valUSD>
        <pctVal>-0.00005470296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7707532.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1758.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>79000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406842"/>
        <valUSD>-178.27000000</valUSD>
        <pctVal>-0.00000554614</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-79000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>685859.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-178.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06724233"/>
        </identifiers>
        <balance>21965492.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>479641.71000000</valUSD>
        <pctVal>0.014922097026</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21965492.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30870000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>479641.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835885"/>
        </identifiers>
        <balance>728904.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>66.82000000</valUSD>
        <pctVal>0.000002078831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-728904.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6600000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>66.82000000</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__06716078"/>
        </identifiers>
        <balance>1650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2560.74000000</valUSD>
        <pctVal>-0.00007966698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>16968408.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2560.74000000</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__06835707"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5247.21000000</valUSD>
        <pctVal>-0.00016324555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7264031.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5247.21000000</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>458000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518238"/>
        <valUSD>1732.44000000</valUSD>
        <pctVal>0.000053897810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-458000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>386873.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1732.44000000</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>36340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-168569.27000000</valUSD>
        <pctVal>-0.00524434583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36340000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>26253723.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-168569.27000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817136"/>
        </identifiers>
        <balance>740051.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10317.01000000</valUSD>
        <pctVal>0.000320971719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740051.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10317.01000000</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__06790172"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13382.77000000</valUSD>
        <pctVal>0.000416350347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7342579.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13382.77000000</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__06817028"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1125.72000000</valUSD>
        <pctVal>0.000035022189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9072372.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1125.72000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835776"/>
        </identifiers>
        <balance>423318.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1702.13000000</valUSD>
        <pctVal>0.000052954837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423318.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31740000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1702.13000000</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>6690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-24707.79000000</valUSD>
        <pctVal>-0.00076868218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6690000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1171875.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24707.79000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757466"/>
        </identifiers>
        <balance>227876.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1669.09000000</valUSD>
        <pctVal>-0.00005192693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-227876.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>269000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1669.09000000</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__06757456"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835702"/>
        </identifiers>
        <balance>8473644.90000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>850000.00000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1304.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>62800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734018"/>
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        <pctVal>0.000399962667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-62800000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>12856.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769872"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2536.06000000</valUSD>
        <pctVal>-0.00007889917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>EUR</curSold>
            <amtCurPur>7185595.20000000</amtCurPur>
            <curPur>SEK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724280"/>
        </identifiers>
        <balance>9795820.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
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        <pctVal>-0.00057529046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9795820.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18491.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805267"/>
        </identifiers>
        <balance>1014866.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9782.82000000</valUSD>
        <pctVal>-0.00030435257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1014866.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9782.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17504765"/>
        <valUSD>41.69000000</valUSD>
        <pctVal>0.000001297014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>9291.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>41.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750091"/>
        </identifiers>
        <balance>7203755.42000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-7203755.42000000</amtCurSold>
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            <amtCurPur>710000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9019.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>15480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-202128.74000000</valUSD>
        <pctVal>-0.00628841196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-15480000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI HONG KONG ET</title>
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        <identifiers>
          <isin value="US4642868719"/>
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        <balance>392288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06835688"/>
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        <balance>1104831.89000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <unrealizedAppr>-1257.03000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750121"/>
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        <balance>10857558.80000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-10857558.80000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>7917269.88000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
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        <balance>1321373.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5988.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>2151977.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3302.83000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2151977.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12050000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3302.83000000</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__06724292"/>
        </identifiers>
        <balance>9839258.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>5164.99000000</valUSD>
        <pctVal>0.000160687613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9839258.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5164.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>86330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670431"/>
        <valUSD>-19058.11000000</valUSD>
        <pctVal>-0.00059291542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-86330000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1140407.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19058.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835878"/>
        </identifiers>
        <balance>991161.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1527.17000000</valUSD>
        <pctVal>-0.00004751167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-991161.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8960000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1527.17000000</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__06724352"/>
        </identifiers>
        <balance>10677227.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>3603.69000000</valUSD>
        <pctVal>0.000112114127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10677227.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3603.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06697161"/>
        </identifiers>
        <balance>415153.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4052.32000000</valUSD>
        <pctVal>-0.00012607142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415153.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>351000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4052.32000000</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__06769861"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1950.04000000</valUSD>
        <pctVal>-0.00006066754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7499838.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1950.04000000</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__06697146"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5723.29000000</valUSD>
        <pctVal>-0.00017805684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8701432.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5723.29000000</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__06835507"/>
        </identifiers>
        <balance>873033.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2610.60000000</valUSD>
        <pctVal>0.000081218179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-873033.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2610.60000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1314.14000000</valUSD>
        <pctVal>0.000040884110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407478.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1314.14000000</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__06805211"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-55.32000000</valUSD>
        <pctVal>-0.00000172105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7414011.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-55.32000000</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>41720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670476"/>
        <valUSD>-14902.70000000</valUSD>
        <pctVal>-0.00046363677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41720000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>545422.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14902.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811829"/>
        </identifiers>
        <balance>404892.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>430.65000000</valUSD>
        <pctVal>0.000013397919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-404892.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>430.65000000</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__06705902"/>
        </identifiers>
        <balance>7217441.70000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271943"/>
        <valUSD>-981.83000000</valUSD>
        <pctVal>-0.00003054563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7217441.70000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-981.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>320000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>2111.86000000</valUSD>
        <pctVal>0.000065701917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-320000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>376905.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2111.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>SOYBEAN MEAL FUTR Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMH2 COMDTY"/>
        </identifiers>
        <balance>820.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1003160.00000000</valUSD>
        <pctVal>0.031209235020</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>CBOT Soybean Meal Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>31723040.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1003160.00000000</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__06724259"/>
        </identifiers>
        <balance>7464939.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-15879.12000000</valUSD>
        <pctVal>-0.00049401410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7464939.85000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15879.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835907"/>
        </identifiers>
        <balance>1230824.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1513.06000000</valUSD>
        <pctVal>-0.00004707269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1230824.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11130000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1513.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811896"/>
        </identifiers>
        <balance>734718.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13232.59000000</valUSD>
        <pctVal>0.000411678108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734718.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13232.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1880000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>17453.49000000</valUSD>
        <pctVal>0.000542994209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1880000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>1598381.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17453.49000000</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__06742351"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3164.02000000</valUSD>
        <pctVal>-0.00009843558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7076931.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3164.02000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835963"/>
        </identifiers>
        <balance>1480809.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9087.13000000</valUSD>
        <pctVal>0.000282709015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1480809.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9087.13000000</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>KC HRW WHEAT FUT  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWH2 COMDTY"/>
        </identifiers>
        <balance>-166.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92600.00000000</valUSD>
        <pctVal>0.002880871608</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>2022-03-14</expDate>
            <notionalAmt>-6745050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>92600.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670445"/>
        <valUSD>-16467.90000000</valUSD>
        <pctVal>-0.00051233159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-47630000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>623232.72000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16467.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVH2 COMDTY"/>
        </identifiers>
        <balance>6721.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1245151.15000000</valUSD>
        <pctVal>0.038737803417</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>2022-03-31</expDate>
            <notionalAmt>811841265.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1245151.15000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06835382"/>
        </identifiers>
        <balance>712331.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-241.67000000</valUSD>
        <pctVal>-0.00000751857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-712331.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>82000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-241.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>379000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399756"/>
        <valUSD>-9063.30000000</valUSD>
        <pctVal>-0.00028196764</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379000000.00000000</amtCurSold>
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            <amtCurPur>434832.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9063.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670424"/>
        <valUSD>-15953.44000000</valUSD>
        <pctVal>-0.00049632626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-78620000.00000000</amtCurSold>
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            <settlementDt>2022-01-19</settlementDt>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>GASOLINE RBOB FUT Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBH2 COMDTY"/>
        </identifiers>
        <balance>212.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>74932.20000000</valUSD>
        <pctVal>0.002331210016</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>2022-02-28</expDate>
            <notionalAmt>19768522.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>74932.20000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835558"/>
        </identifiers>
        <balance>1516571.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7276.71000000</valUSD>
        <pctVal>0.000226385175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1516571.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1340000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>7276.71000000</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>797000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399838"/>
        <valUSD>-4630.03000000</valUSD>
        <pctVal>-0.00014404451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-797000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>928839.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4630.03000000</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>95000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>803.66000000</valUSD>
        <pctVal>0.000025002605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>825785.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>803.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769876"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2522.42000000</valUSD>
        <pctVal>-0.00007847481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8215512.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2522.42000000</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>52850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670415"/>
        <valUSD>-17501.80000000</valUSD>
        <pctVal>-0.00054449717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52850000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692306.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17501.80000000</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>484000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516452"/>
        <valUSD>1192.89000000</valUSD>
        <pctVal>0.000037111910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-484000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>408197.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1192.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781773"/>
        </identifiers>
        <balance>856713.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13320.00000000</valUSD>
        <pctVal>-0.00041439751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-856713.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63480000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13320.00000000</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>5310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-20408.80000000</valUSD>
        <pctVal>-0.00063493663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5310000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>929345.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20408.80000000</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__06732853"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3349.99000000</valUSD>
        <pctVal>-0.00010422128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7075247.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3349.99000000</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>20000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>21.00000000</valUSD>
        <pctVal>0.000000653329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>16839.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21.00000000</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__06835833"/>
        </identifiers>
        <balance>786151.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>847.82000000</valUSD>
        <pctVal>0.000026376464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-786151.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6940000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>847.82000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831216"/>
        </identifiers>
        <balance>648164.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3623.96000000</valUSD>
        <pctVal>0.000112744745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-648164.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48530000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3623.96000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06724362"/>
        </identifiers>
        <balance>70259714.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1645533.99000000</valUSD>
        <pctVal>0.051194083724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70259714.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53090000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1645533.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>2370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670170"/>
        <valUSD>-540.97000000</valUSD>
        <pctVal>-0.00001683007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2370000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>31289.61000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-540.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-40014.24000000</valUSD>
        <pctVal>-0.00124487999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10520000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1841607.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-40014.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06831017"/>
        </identifiers>
        <balance>748483.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1663.95000000</valUSD>
        <pctVal>-0.00005176702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-748483.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1663.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750113"/>
        </identifiers>
        <balance>7785120.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>4563.20000000</valUSD>
        <pctVal>0.000141965370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7785120.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4563.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697050"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3463.33000000</valUSD>
        <pctVal>0.000107747398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2400538.92000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3463.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17489338"/>
        <valUSD>82.46000000</valUSD>
        <pctVal>0.000002565406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>21105.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>82.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732788"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>12254.54000000</valUSD>
        <pctVal>0.000381250068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8436375.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12254.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757507"/>
        </identifiers>
        <balance>2546.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24.17000000</valUSD>
        <pctVal>-0.00000075195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2546.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24.17000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835789"/>
        </identifiers>
        <balance>584453.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1791.25000000</valUSD>
        <pctVal>0.000055727443</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-584453.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43780000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1791.25000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835774"/>
        </identifiers>
        <balance>429016.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1761.81000000</valUSD>
        <pctVal>0.000054811537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429016.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32170000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1761.81000000</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 1 3/4 05/15/22</title>
        <cusip>912828SV3</cusip>
        <identifiers>
          <isin value="US912828SV33"/>
        </identifiers>
        <balance>298320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300073450.38000000</valUSD>
        <pctVal>9.335562459040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06790249"/>
        </identifiers>
        <balance>3416686.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14326.76000000</valUSD>
        <pctVal>0.000445718748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3416686.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31060000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14326.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769869"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1680.92000000</valUSD>
        <pctVal>-0.00005229497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7193336.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1680.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-69332.34000000</valUSD>
        <pctVal>-0.00215699319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11880000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2055541.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-69332.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI ISRAEL ETF</title>
        <cusip>464286632</cusip>
        <identifiers>
          <isin value="US4642866325"/>
        </identifiers>
        <balance>14414.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1122850.60000000</valUSD>
        <pctVal>0.034932920240</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4429.62000000</valUSD>
        <pctVal>0.000137809573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407229.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4429.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716108"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1411.37000000</valUSD>
        <pctVal>-0.00004390902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8740466.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1411.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817139"/>
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        <balance>443995.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5930.31000000</valUSD>
        <pctVal>0.000184497426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-443995.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33500000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5930.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06775267"/>
        </identifiers>
        <balance>874825.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9642.84000000</valUSD>
        <pctVal>-0.00029999766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-874825.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65120000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9642.84000000</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__06750032"/>
        </identifiers>
        <balance>2313141.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-4552.19000000</valUSD>
        <pctVal>-0.00014162283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2313141.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4552.19000000</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__06811796"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>345.47000000</valUSD>
        <pctVal>0.000010747891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8035515.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>345.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>32560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670388"/>
        <valUSD>-9883.37000000</valUSD>
        <pctVal>-0.00030748077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32560000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>427417.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9883.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688956"/>
        </identifiers>
        <balance>12408591.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-30310.50000000</valUSD>
        <pctVal>-0.00094298767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12408591.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-30310.50000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06799005"/>
        </identifiers>
        <balance>10084274.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>136131.67000000</valUSD>
        <pctVal>0.004235182107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10084274.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13780000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>136131.67000000</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>39290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670389"/>
        <valUSD>-10429.00000000</valUSD>
        <pctVal>-0.00032445583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39290000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>517260.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10429.00000000</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__06757450"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5650.89000000</valUSD>
        <pctVal>-0.00017580441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7260376.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5650.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817039"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1156.92000000</valUSD>
        <pctVal>0.000035992850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8763716.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1156.92000000</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__06724356"/>
        </identifiers>
        <balance>8108818.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>2932.73000000</valUSD>
        <pctVal>0.000091239941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8108818.33000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2932.73000000</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__06716019"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24726.82000000</valUSD>
        <pctVal>0.000769274230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7041279.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24726.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06781794"/>
        </identifiers>
        <balance>444616.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>450.97000000</valUSD>
        <pctVal>0.000014030093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-444616.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>380000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>450.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-47082.22000000</valUSD>
        <pctVal>-0.00146477139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12920000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2263807.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-47082.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790256"/>
        </identifiers>
        <balance>823848.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11543.70000000</valUSD>
        <pctVal>-0.00035913517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-823848.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11543.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836014"/>
        </identifiers>
        <balance>1257015.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2623.56000000</valUSD>
        <pctVal>0.000081621377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1257015.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2623.56000000</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__06724357"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3416.43000000</valUSD>
        <pctVal>-0.00010628829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9031253.44000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3416.43000000</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__06835379"/>
        </identifiers>
        <balance>1494132.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-480.96000000</valUSD>
        <pctVal>-0.00001496311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1494132.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>172000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-480.96000000</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__06835453"/>
        </identifiers>
        <balance>1267011.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6653.23000000</valUSD>
        <pctVal>0.000206988136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1267011.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>6653.23000000</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__06716113"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2222.85000000</valUSD>
        <pctVal>-0.00006915491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7806306.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2222.85000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-129.70000000</valUSD>
        <pctVal>-0.00000403508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>588780.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-129.70000000</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__06790182"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>12109.66000000</valUSD>
        <pctVal>0.000376742717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7331349.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12109.66000000</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__06724302"/>
        </identifiers>
        <balance>17909177.13000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>12394.78000000</valUSD>
        <pctVal>0.000385613064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17909177.13000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12394.78000000</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__06732831"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3468.33000000</valUSD>
        <pctVal>-0.00010790295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7589072.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3468.33000000</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__06811785"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>499.95000000</valUSD>
        <pctVal>0.000015553906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7727976.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>499.95000000</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__06835991"/>
        </identifiers>
        <balance>1119055.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5138.56000000</valUSD>
        <pctVal>0.000159865352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1119055.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>5138.56000000</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__06835684"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1309.10000000</valUSD>
        <pctVal>0.000040727311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2300056.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1309.10000000</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__06716098"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1176.46000000</valUSD>
        <pctVal>-0.00003660075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9360469.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1176.46000000</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__06781760"/>
        </identifiers>
        <balance>741101.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12498.24000000</valUSD>
        <pctVal>-0.00038883180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-741101.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54840000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12498.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732806"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6628.81000000</valUSD>
        <pctVal>0.000206228407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8386752.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6628.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>362000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399160"/>
        <valUSD>4397.19000000</valUSD>
        <pctVal>0.000136800646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-362000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>428382.09000000</amtCurPur>
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            <unrealizedAppr>4397.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732843"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2642.53000000</valUSD>
        <pctVal>-0.00008221155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7184631.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2642.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06724366"/>
        </identifiers>
        <balance>16708617.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>407811.55000000</valUSD>
        <pctVal>0.012687394342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-16708617.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150980000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>407811.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697104"/>
        </identifiers>
        <balance>12389266.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-39495.24000000</valUSD>
        <pctVal>-0.00122873342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12389266.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-39495.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835897"/>
        </identifiers>
        <balance>838277.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1064.76000000</valUSD>
        <pctVal>-0.00003312566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-838277.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7580000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1064.76000000</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>290640.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19833273.60000000</valUSD>
        <pctVal>0.617031477545</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>114000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406831"/>
        <valUSD>-68.18000000</valUSD>
        <pctVal>-0.00000212114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>989909.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-68.18000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811880"/>
        </identifiers>
        <balance>490285.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8259.33000000</valUSD>
        <pctVal>0.000256955392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490285.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37120000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8259.33000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817090"/>
        </identifiers>
        <balance>988188.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20836.32000000</valUSD>
        <pctVal>-0.00064823717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-988188.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72810000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20836.32000000</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>380000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>262.26000000</valUSD>
        <pctVal>0.000008159151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>319811.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>262.26000000</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__06835883"/>
        </identifiers>
        <balance>844790.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>153.96000000</valUSD>
        <pctVal>0.000004789837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-844790.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7650000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>153.96000000</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__06742357"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4967.78000000</valUSD>
        <pctVal>-0.00015455222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9635085.54000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4967.78000000</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>63000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80396092"/>
        <valUSD>-363.42000000</valUSD>
        <pctVal>-0.00001130633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-63000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>73424.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-363.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732892"/>
        </identifiers>
        <balance>2336163.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27858.03000000</valUSD>
        <pctVal>-0.00086668906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2336163.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27858.03000000</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__06716037"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>26929.61000000</valUSD>
        <pctVal>0.000837805063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8967183.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>26929.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805230"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2431.01000000</valUSD>
        <pctVal>0.000075630968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7642478.02000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>2431.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805300"/>
        </identifiers>
        <balance>619217.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9872.46000000</valUSD>
        <pctVal>0.000307141357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-619217.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46840000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9872.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835981"/>
        </identifiers>
        <balance>1751724.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9062.34000000</valUSD>
        <pctVal>0.000281937775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1751724.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1300000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9062.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805206"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>8331.18000000</valUSD>
        <pctVal>0.000259190711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7799724.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8331.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688980"/>
        </identifiers>
        <balance>7663623.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>6608.66000000</valUSD>
        <pctVal>0.000205601522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7663623.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6608.66000000</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__06798966"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>14477.41000000</valUSD>
        <pctVal>0.000450405609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7051212.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14477.41000000</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__06705852"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23354.96000000</valUSD>
        <pctVal>0.000726594397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7330201.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23354.96000000</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__06688948"/>
        </identifiers>
        <balance>8319165.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-21717.62000000</valUSD>
        <pctVal>-0.00067565523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8319165.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21717.62000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-319.99000000</valUSD>
        <pctVal>-0.00000995518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>520007.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-319.99000000</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>39090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670463"/>
        <valUSD>-13514.55000000</valUSD>
        <pctVal>-0.00042045014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39090000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>511488.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13514.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798946"/>
        </identifiers>
        <balance>1410510.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38266.45000000</valUSD>
        <pctVal>0.001190504636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1410510.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>38266.45000000</unrealizedAppr>
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        </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"/>
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        <balance>43796.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1297237.52000000</valUSD>
        <pctVal>0.040358258542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688910"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10749.44000000</valUSD>
        <pctVal>0.000334425016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2384039.88000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10749.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724344"/>
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        <balance>10859224.06000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>6250.65000000</valUSD>
        <pctVal>0.000194463500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-10859224.06000000</amtCurSold>
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            <amtCurPur>1060000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>2304444.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-709.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2304444.29000000</amtCurSold>
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            <amtCurPur>12880000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-709.41000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724309"/>
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        <balance>21285310.38000000</balance>
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        <valUSD>14845.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21285310.38000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2080000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14845.41000000</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__06817026"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1127.56000000</valUSD>
        <pctVal>0.000035079434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7939616.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1127.56000000</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__06742315"/>
        </identifiers>
        <balance>1880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8618.24000000</valUSD>
        <pctVal>0.000268121413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>18940078.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8618.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817078"/>
        </identifiers>
        <balance>366599.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-800.04000000</valUSD>
        <pctVal>-0.00002488998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366599.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>435000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-800.04000000</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>1265.77000000</valUSD>
        <pctVal>0.000039379274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>404065.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1265.77000000</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       Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MESH2 INDEX"/>
        </identifiers>
        <balance>-1390.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>681100.00000000</valUSD>
        <pctVal>0.021189650676</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>
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            <expDate>2022-03-18</expDate>
            <notionalAmt>-85908950.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>681100.00000000</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__06688950"/>
        </identifiers>
        <balance>7802294.82000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>-19998.13000000</valUSD>
        <pctVal>-0.00062216031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7802294.82000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19998.13000000</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__06732845"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3268.23000000</valUSD>
        <pctVal>-0.00010167765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7693863.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3268.23000000</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>48860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670417"/>
        <valUSD>-14647.53000000</valUSD>
        <pctVal>-0.00045569819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48860000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>641572.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14647.53000000</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__06742277"/>
        </identifiers>
        <balance>2260799.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458667"/>
        <valUSD>-2954.43000000</valUSD>
        <pctVal>-0.00009191504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2260799.24000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2954.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724234"/>
        </identifiers>
        <balance>288467.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6653.58000000</valUSD>
        <pctVal>0.000206999025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-288467.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1650000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6653.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817082"/>
        </identifiers>
        <balance>8401553.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11549.04000000</valUSD>
        <pctVal>0.000359301311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8401553.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74210000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11549.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>23890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-79637.40000000</valUSD>
        <pctVal>-0.00247759313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23890000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4193361.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-79637.40000000</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__06750034"/>
        </identifiers>
        <balance>2268258.51000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458668"/>
        <valUSD>-4803.26000000</valUSD>
        <pctVal>-0.00014943385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2268258.51000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4803.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI SOUTH KOREA</title>
        <cusip>464286772</cusip>
        <identifiers>
          <isin value="US4642867729"/>
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        <balance>109570.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8532215.90000000</valUSD>
        <pctVal>0.265445124677</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>-66.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8250.00000000</valUSD>
        <pctVal>-0.00025666512</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>-16242600.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8250.00000000</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__06775268"/>
        </identifiers>
        <balance>774602.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8400.21000000</valUSD>
        <pctVal>-0.00026133829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-774602.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57670000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8400.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781769"/>
        </identifiers>
        <balance>711436.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11531.03000000</valUSD>
        <pctVal>-0.00035874100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-711436.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52680000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11531.03000000</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__06715999"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>31347.12000000</valUSD>
        <pctVal>0.000975237883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8604786.79000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31347.12000000</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__06757469"/>
        </identifiers>
        <balance>44976.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-407.41000000</valUSD>
        <pctVal>-0.00001267490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44976.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>46000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406751"/>
        <valUSD>-93.41000000</valUSD>
        <pctVal>-0.00000290607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-46000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>399371.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-93.41000000</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__06817005"/>
        </identifiers>
        <balance>1290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1749.80000000</valUSD>
        <pctVal>-0.00005443789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12928520.61000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1749.80000000</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__06705898"/>
        </identifiers>
        <balance>6998209.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>484.38000000</valUSD>
        <pctVal>0.000015069509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6998209.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>484.38000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817123"/>
        </identifiers>
        <balance>616832.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9437.61000000</valUSD>
        <pctVal>0.000293612772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-616832.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46630000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9437.61000000</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__06750148"/>
        </identifiers>
        <balance>7992723.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4381.55000000</valUSD>
        <pctVal>0.000136314071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7992723.18000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4381.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06724378"/>
        </identifiers>
        <balance>3631578.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56739.01000000</valUSD>
        <pctVal>0.001765203056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3631578.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>274620000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56739.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798938"/>
        </identifiers>
        <balance>1368525.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35536.37000000</valUSD>
        <pctVal>0.001105569324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1368525.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7850000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>35536.37000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831173"/>
        </identifiers>
        <balance>730199.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11428.66000000</valUSD>
        <pctVal>-0.00035555617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730199.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54100000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11428.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750055"/>
        </identifiers>
        <balance>8550652.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
        <valUSD>-13834.40000000</valUSD>
        <pctVal>-0.00043040097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8550652.07000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13834.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835730"/>
        </identifiers>
        <balance>202543.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>592.93000000</valUSD>
        <pctVal>0.000018446600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-202543.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>592.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06775253"/>
        </identifiers>
        <balance>721392.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14741.95000000</valUSD>
        <pctVal>0.000458635693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-721392.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2970000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14741.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>95000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500051"/>
        <valUSD>2140.43000000</valUSD>
        <pctVal>0.000066590756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>827115.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2140.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757500"/>
        </identifiers>
        <balance>228428.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2221.56000000</valUSD>
        <pctVal>-0.00006911478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-228428.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>269000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2221.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781714"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>11098.62000000</valUSD>
        <pctVal>0.000345288328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8325838.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11098.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716023"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>37248.50000000</valUSD>
        <pctVal>0.001158835271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1100000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11366041.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>37248.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835426"/>
        </identifiers>
        <balance>429460.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2675.35000000</valUSD>
        <pctVal>0.000083232611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-429460.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>380000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2675.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONDON METAL EXCHANGE</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00DV8PQ812"/>
        </identifiers>
        <balance>-31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20699.50000000</valUSD>
        <pctVal>0.000643980581</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Primary Aluminum Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>-2196899.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20699.50000000</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__06724262"/>
        </identifiers>
        <balance>11150660.76000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-24206.55000000</valUSD>
        <pctVal>-0.00075308814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11150660.76000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24206.55000000</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__06798963"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>19359.39000000</valUSD>
        <pctVal>0.000602288520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7796660.64000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19359.39000000</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__06811790"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-598.49000000</valUSD>
        <pctVal>-0.00001861957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7615052.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-598.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805295"/>
        </identifiers>
        <balance>450823.67000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8100.75000000</valUSD>
        <pctVal>0.000252021821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-450823.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34170000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8100.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>639000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114052"/>
        <valUSD>84789.26000000</valUSD>
        <pctVal>0.002637872266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-639000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>5634499.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>84789.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805233"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1962.19000000</valUSD>
        <pctVal>0.000061045544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7432275.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1962.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835713"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3758.91000000</valUSD>
        <pctVal>-0.00011694316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-690000.00000000</amtCurSold>
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            <amtCurPur>7071545.73000000</amtCurPur>
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            <unrealizedAppr>-3758.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775231"/>
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        <balance>760000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3251.44000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-760000.00000000</amtCurSold>
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            <amtCurPur>7796995.04000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781746"/>
        </identifiers>
        <balance>710481.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12436.85000000</valUSD>
        <pctVal>-0.00038692190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710481.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52540000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12436.85000000</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__06817020"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2834.74000000</valUSD>
        <pctVal>0.000088191382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7543153.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2834.74000000</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>121000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500049"/>
        <valUSD>3111.60000000</valUSD>
        <pctVal>0.000096804752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-121000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1053869.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3111.60000000</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>606000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400044"/>
        <valUSD>5794.51000000</valUSD>
        <pctVal>0.000180272563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-606000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>715559.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5794.51000000</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__06757451"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5757.39000000</valUSD>
        <pctVal>-0.00017911772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7259412.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5757.39000000</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4501.30000000</valUSD>
        <pctVal>0.000140039604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407301.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4501.30000000</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>4090000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114059"/>
        <valUSD>411520.14000000</valUSD>
        <pctVal>0.012802772005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4090000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>35933141.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>411520.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811890"/>
        </identifiers>
        <balance>1205939.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21887.91000000</valUSD>
        <pctVal>0.000680953115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1205939.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91420000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21887.91000000</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__06724256"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>18425.69000000</valUSD>
        <pctVal>0.000573240250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8290128.46000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18425.69000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799028"/>
        </identifiers>
        <balance>520039.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12350.58000000</valUSD>
        <pctVal>0.000384237961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520039.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39640000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12350.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716025"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>25265.10000000</valUSD>
        <pctVal>0.000786020618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7547731.34000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25265.10000000</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__06724261"/>
        </identifiers>
        <balance>6960201.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-15535.13000000</valUSD>
        <pctVal>-0.00048331225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6960201.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15535.13000000</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__06835588"/>
        </identifiers>
        <balance>849247.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3652.79000000</valUSD>
        <pctVal>0.000113641673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-849247.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3652.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697048"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2714.08000000</valUSD>
        <pctVal>0.000084437537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2259829.53000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2714.08000000</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__06724267"/>
        </identifiers>
        <balance>8905055.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-19886.12000000</valUSD>
        <pctVal>-0.00061867557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8905055.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19886.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757446"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5323.45000000</valUSD>
        <pctVal>-0.00016561745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7160361.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5323.45000000</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>46690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670486"/>
        <valUSD>-16679.62000000</valUSD>
        <pctVal>-0.00051891839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-46690000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>610396.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16679.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-21117.28000000</valUSD>
        <pctVal>-0.00065697810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7260000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1277416.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21117.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-828.89000000</valUSD>
        <pctVal>-0.00002578753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>537188.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-828.89000000</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__06705882"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-874.98000000</valUSD>
        <pctVal>-0.00002722143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9569157.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-874.98000000</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__06831425"/>
        </identifiers>
        <balance>749598.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1850.43000000</valUSD>
        <pctVal>-0.00005756858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-749598.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6770000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1850.43000000</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>60000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>160.69000000</valUSD>
        <pctVal>0.000004999214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>50615.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>160.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06724392"/>
        </identifiers>
        <balance>415751.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5820.87000000</valUSD>
        <pctVal>-0.00018109264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415751.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5820.87000000</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__06775228"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1958.74000000</valUSD>
        <pctVal>-0.00006093821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8117635.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1958.74000000</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__06835896"/>
        </identifiers>
        <balance>884117.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1620.03000000</valUSD>
        <pctVal>-0.00005040063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-884117.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7990000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1620.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>265000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17514952"/>
        <valUSD>814.41000000</valUSD>
        <pctVal>0.000025337048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>223657.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>814.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835899"/>
        </identifiers>
        <balance>769017.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1388.74000000</valUSD>
        <pctVal>-0.00004320498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-769017.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6950000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>153000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17514848"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-153000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>129063.39000000</amtCurPur>
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            <unrealizedAppr>402.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750038"/>
        </identifiers>
        <balance>2363918.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-5762.18000000</valUSD>
        <pctVal>-0.00017926674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2363918.34000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
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            <unrealizedAppr>-5762.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798937"/>
        </identifiers>
        <balance>1541798.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41125.01000000</valUSD>
        <pctVal>0.001279437081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1541798.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8850000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>41125.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>44410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670455"/>
        <valUSD>-11778.02000000</valUSD>
        <pctVal>-0.00036642509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44410000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>584675.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11778.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732768"/>
        </identifiers>
        <balance>2426448.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6066.80000000</valUSD>
        <pctVal>0.000188743756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2426448.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6066.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750131"/>
        </identifiers>
        <balance>15765389.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>10320.43000000</valUSD>
        <pctVal>0.000321078118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15765389.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1540000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10320.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705854"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>20152.05000000</valUSD>
        <pctVal>0.000626948906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6900585.94000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20152.05000000</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__06769912"/>
        </identifiers>
        <balance>43814951.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>671805.14000000</valUSD>
        <pctVal>0.020900478988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43814951.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64990000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>671805.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>57590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734021"/>
        <valUSD>12120.81000000</valUSD>
        <pctVal>0.000377089604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57590000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>777260.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12120.81000000</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__06716116"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1780.23000000</valUSD>
        <pctVal>-0.00005538460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7295416.85000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1780.23000000</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>68850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-209205.54000000</valUSD>
        <pctVal>-0.00650857775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>49850642.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-209205.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742293"/>
        </identifiers>
        <balance>1814705.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6103.70000000</valUSD>
        <pctVal>0.000189891749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1814705.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10180000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6103.70000000</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__06835824"/>
        </identifiers>
        <balance>792605.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63.82000000</valUSD>
        <pctVal>0.000001985499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-792605.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6990000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>63.82000000</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__06817040"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>769.49000000</valUSD>
        <pctVal>0.000023939545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7627436.78000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>769.49000000</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__06775217"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1631.74000000</valUSD>
        <pctVal>-0.00005076493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7193781.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1631.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-770.37000000</valUSD>
        <pctVal>-0.00002396692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>505864.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-770.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790259"/>
        </identifiers>
        <balance>801575.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8136.80000000</valUSD>
        <pctVal>-0.00025314337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-801575.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59720000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8136.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835603"/>
        </identifiers>
        <balance>871008.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4635.70000000</valUSD>
        <pctVal>0.000144220912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-871008.60000000</amtCurSold>
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            <amtCurPur>770000.00000000</amtCurPur>
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            <unrealizedAppr>4635.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775238"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3224.02000000</valUSD>
        <pctVal>-0.00010030224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <unrealizedAppr>-3224.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724325"/>
        </identifiers>
        <balance>16494965.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>9357.15000000</valUSD>
        <pctVal>0.000291109587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-16494965.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1610000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9357.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724279"/>
        </identifiers>
        <balance>7547970.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-13916.68000000</valUSD>
        <pctVal>-0.00043296078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7547970.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13916.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811792"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-303.15000000</valUSD>
        <pctVal>-0.00000943127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7205809.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-303.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716097"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1345.07000000</valUSD>
        <pctVal>-0.00004184637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9255963.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1345.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811897"/>
        </identifiers>
        <balance>734774.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13177.33000000</valUSD>
        <pctVal>0.000409958918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734774.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13177.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670415"/>
        <valUSD>-17420.17000000</valUSD>
        <pctVal>-0.00054195759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52850000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692388.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17420.17000000</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__06697119"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2876.87000000</valUSD>
        <pctVal>-0.00008950208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8315282.61000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2876.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-743.28000000</valUSD>
        <pctVal>-0.00002312412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>512737.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-743.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811888"/>
        </identifiers>
        <balance>382866.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7024.14000000</valUSD>
        <pctVal>0.000218527489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-382866.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29030000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7024.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811845"/>
        </identifiers>
        <balance>812641.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11363.99000000</valUSD>
        <pctVal>-0.00035354423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-812641.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60310000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11363.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805259"/>
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        <balance>805757.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9529.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        <balance>740000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716034"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>35847.25000000</valUSD>
        <pctVal>0.001115241088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11654703.61000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>35847.25000000</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__06835570"/>
        </identifiers>
        <balance>1597121.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6331.44000000</valUSD>
        <pctVal>0.000196976951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1597121.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>6331.44000000</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>13540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-49694.87000000</valUSD>
        <pctVal>-0.00154605334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13540000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2372088.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-49694.87000000</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__06724351"/>
        </identifiers>
        <balance>13962555.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>4709.52000000</valUSD>
        <pctVal>0.000146517521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13962555.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4709.52000000</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__06775241"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2392.98000000</valUSD>
        <pctVal>-0.00007444782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7392849.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2392.98000000</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__06688909"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10327.65000000</valUSD>
        <pctVal>0.000321302739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2290547.14000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10327.65000000</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4433.08000000</valUSD>
        <pctVal>0.000137917217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407233.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4433.08000000</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__06836012"/>
        </identifiers>
        <balance>1391303.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3781.16000000</valUSD>
        <pctVal>0.000117635383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1391303.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3781.16000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06666850"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>15717.02000000</valUSD>
        <pctVal>0.000488971022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2358186.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15717.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781742"/>
        </identifiers>
        <balance>806225.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13717.57000000</valUSD>
        <pctVal>-0.00042676628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-806225.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59650000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13717.57000000</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>170000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500022"/>
        <valUSD>4255.61000000</valUSD>
        <pctVal>0.000132395961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-170000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1480526.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4255.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06825960"/>
        </identifiers>
        <balance>756293.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9232.83000000</valUSD>
        <pctVal>0.000287241877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-756293.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4280000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9232.83000000</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__06750035"/>
        </identifiers>
        <balance>2267153.07000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458667"/>
        <valUSD>-4529.27000000</valUSD>
        <pctVal>-0.00014090977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2267153.07000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4529.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-32178.62000000</valUSD>
        <pctVal>-0.00100110661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>2207707.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32178.62000000</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>38220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-683881.48000000</valUSD>
        <pctVal>-0.02127618509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38220000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>29573370.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-683881.48000000</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__06742342"/>
        </identifiers>
        <balance>3773065.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076537"/>
        <valUSD>-6854.02000000</valUSD>
        <pctVal>-0.00021323489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3773065.01000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>370000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6854.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0016702161"/>
        </identifiers>
        <balance>2660.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05385000"/>
        <valUSD>2097696.40000000</valUSD>
        <pctVal>0.065261274323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMX STOCKHOLM 30 INDEX</indexName>
                <indexIdentifier>OMX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-01-21</expDate>
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            <curCd>SEK</curCd>
            <unrealizedAppr>2097696.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR MAR23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH3 COMDTY"/>
        </identifiers>
        <balance>-83.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>99437.50000000</valUSD>
        <pctVal>0.003093592554</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>
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                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-13</expDate>
            <notionalAmt>-20598362.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>99437.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732787"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14824.20000000</valUSD>
        <pctVal>0.000461194566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9061086.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14824.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4498.87000000</valUSD>
        <pctVal>0.000139964004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407299.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4498.87000000</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__06688938"/>
        </identifiers>
        <balance>6874237.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-17164.96000000</valUSD>
        <pctVal>-0.00053401777</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6874237.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17164.96000000</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>52720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734040"/>
        <valUSD>10567.10000000</valUSD>
        <pctVal>0.000328752250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52720000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>711003.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10567.10000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06835946"/>
        </identifiers>
        <balance>23837.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27.96000000</valUSD>
        <pctVal>-0.00000086986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23837.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>380000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-27.96000000</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>351000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399356"/>
        <valUSD>2935.78000000</valUSD>
        <pctVal>0.000091334829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-351000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>414037.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2935.78000000</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>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26736518"/>
        <valUSD>223.38000000</valUSD>
        <pctVal>0.000006949558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>RUB</curSold>
            <amtCurPur>13775.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>223.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06705913"/>
        </identifiers>
        <balance>31412151.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>714284.58000000</valUSD>
        <pctVal>0.022222053639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31412151.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23720000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>714284.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835769"/>
        </identifiers>
        <balance>5875.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16.90000000</valUSD>
        <pctVal>0.000000525774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5875.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>440000.00000000</amtCurPur>
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            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>16.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742279"/>
        </identifiers>
        <balance>2260971.23000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.03458666"/>
        <valUSD>-2997.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-2260971.23000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
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            <unrealizedAppr>-2997.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716003"/>
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        <balance>860000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-860000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8906959.80000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835462"/>
        </identifiers>
        <balance>475574.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2049.76000000</valUSD>
        <pctVal>0.000063769928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-475574.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2049.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732755"/>
        </identifiers>
        <balance>2409553.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33693.24000000</valUSD>
        <pctVal>0.001048227845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2409553.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13660000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>33693.24000000</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__06732817"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3718.48000000</valUSD>
        <pctVal>-0.00011568535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7586808.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3718.48000000</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>83200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180794"/>
        <valUSD>2839.84000000</valUSD>
        <pctVal>0.000088350047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-83200000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>1101308.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2839.84000000</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__06742364"/>
        </identifiers>
        <balance>9837683.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
        <valUSD>5339.01000000</valUSD>
        <pctVal>0.000166101537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9837683.52000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>960000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5339.01000000</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__06716015"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>28337.61000000</valUSD>
        <pctVal>0.000881609245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7775514.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>28337.61000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1400.10000000</valUSD>
        <pctVal>0.000043558405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407563.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1400.10000000</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__06750036"/>
        </identifiers>
        <balance>2870444.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-6177.49000000</valUSD>
        <pctVal>-0.00019218742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2870444.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6177.49000000</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__06790201"/>
        </identifiers>
        <balance>56577.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-235.52000000</valUSD>
        <pctVal>-0.00000732724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56577.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-235.52000000</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__06811810"/>
        </identifiers>
        <balance>404390.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>932.73000000</valUSD>
        <pctVal>0.000029018092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404390.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>932.73000000</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     Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIH2 COMDTY"/>
        </identifiers>
        <balance>226.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>277135.00000000</valUSD>
        <pctVal>0.008621926061</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>2022-03-29</expDate>
            <notionalAmt>26110625.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>277135.00000000</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__06835976"/>
        </identifiers>
        <balance>1454457.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8349.51000000</valUSD>
        <pctVal>0.000259760975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1454457.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1080000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>8349.51000000</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__06724317"/>
        </identifiers>
        <balance>12807890.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>7127.89000000</valUSD>
        <pctVal>0.000221755247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12807890.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7127.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06831134"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3710.01000000</valUSD>
        <pctVal>0.000115421841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>4099667.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3710.01000000</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>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406876"/>
        <valUSD>129.84000000</valUSD>
        <pctVal>0.000004039442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>677483.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>129.84000000</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>303526.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6492421.14000000</valUSD>
        <pctVal>0.201985223904</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__06835740"/>
        </identifiers>
        <balance>406765.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-257.97000000</valUSD>
        <pctVal>-0.00000802568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406765.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3680000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-257.97000000</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>486000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518785"/>
        <valUSD>417.02000000</valUSD>
        <pctVal>0.000012973877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-486000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>409103.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>417.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688986"/>
        </identifiers>
        <balance>7056436.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5427.91000000</valUSD>
        <pctVal>0.000168867298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7056436.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5427.91000000</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__06705884"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-581.47000000</valUSD>
        <pctVal>-0.00001809006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7203289.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-581.47000000</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__06769864"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3610.24000000</valUSD>
        <pctVal>-0.00011231790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8514602.31000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3610.24000000</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>32540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670516"/>
        <valUSD>-10735.17000000</valUSD>
        <pctVal>-0.00033398106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32540000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>426297.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10735.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724246"/>
        </identifiers>
        <balance>2276903.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39352.12000000</valUSD>
        <pctVal>0.001224280834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2276903.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12950000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>39352.12000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811851"/>
        </identifiers>
        <balance>755598.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10122.59000000</valUSD>
        <pctVal>-0.00031492313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-755598.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56110000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10122.59000000</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__06816992"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1330.62000000</valUSD>
        <pctVal>0.000041396818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7135929.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1330.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817120"/>
        </identifiers>
        <balance>744934.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12877.63000000</valUSD>
        <pctVal>-0.00040063497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-744934.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55100000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12877.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>69000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17519670"/>
        <valUSD>211.37000000</valUSD>
        <pctVal>0.000006575916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>58234.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>211.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817006"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2176.09000000</valUSD>
        <pctVal>-0.00006770017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7406019.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2176.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688935"/>
        </identifiers>
        <balance>9443330.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-24032.25000000</valUSD>
        <pctVal>-0.00074766551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9443330.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24032.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06781685"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5744.73000000</valUSD>
        <pctVal>0.000178723861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2363847.96000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5744.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732829"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5949.70000000</valUSD>
        <pctVal>-0.00018510066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11273865.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5949.70000000</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__06742333"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>8569.58000000</valUSD>
        <pctVal>0.000266607556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8002508.58000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8569.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JSE EQUITY DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/JSE TOP 40   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAD000277655"/>
        </identifiers>
        <balance>-459.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.96000000"/>
        <valUSD>-431120.96000000</valUSD>
        <pctVal>-0.01341257163</pctVal>
        <payoffProfile>Short</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>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SAFEX FTSE/JSE Top 40 Index</indexName>
                <indexIdentifier>TOP40</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-03-17</expDate>
            <notionalAmt>-18981869.84000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-431120.96000000</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>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-297.22000000</valUSD>
        <pctVal>-0.00000924678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>533722.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-297.22000000</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__06831405"/>
        </identifiers>
        <balance>458599.29000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>873.75000000</valUSD>
        <pctVal>0.000027183170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-458599.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4160000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>873.75000000</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__06705862"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24085.97000000</valUSD>
        <pctVal>0.000749336794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7838352.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24085.97000000</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>11530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-42288.70000000</valUSD>
        <pctVal>-0.00131564055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11530000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2019983.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-42288.70000000</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>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-13659.06000000</valUSD>
        <pctVal>-0.00042494598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694537.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13659.06000000</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>481000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517327"/>
        <valUSD>2039.20000000</valUSD>
        <pctVal>0.000063441397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-481000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406521.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2039.20000000</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__06742383"/>
        </identifiers>
        <balance>70470.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1367.97000000</valUSD>
        <pctVal>-0.00004255881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70470.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1367.97000000</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__06724258"/>
        </identifiers>
        <balance>7980704.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-17473.16000000</valUSD>
        <pctVal>-0.00054360616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7980704.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17473.16000000</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__06750033"/>
        </identifiers>
        <balance>2362594.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-5434.03000000</valUSD>
        <pctVal>-0.00016905769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2362594.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5434.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828298"/>
        <valUSD>-1590.53000000</valUSD>
        <pctVal>-0.00004948285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>332167.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1590.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>33990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670428"/>
        <valUSD>-10001.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-33990000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>446505.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10001.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705871"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>24866.79000000</valUSD>
        <pctVal>0.000773628826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7343536.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24866.79000000</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__06835435"/>
        </identifiers>
        <balance>847605.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5295.29000000</valUSD>
        <pctVal>0.000164741367</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-847605.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5295.29000000</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__06781725"/>
        </identifiers>
        <balance>481131.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2370.40000000</valUSD>
        <pctVal>-0.00007374533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-481131.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1490000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2370.40000000</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>84600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670435"/>
        <valUSD>-20016.52000000</valUSD>
        <pctVal>-0.00062273244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84600000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1116214.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20016.52000000</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>377000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400143"/>
        <valUSD>-1836.52000000</valUSD>
        <pctVal>-0.00005713583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-377000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>439716.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1836.52000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817134"/>
        </identifiers>
        <balance>739683.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10551.30000000</valUSD>
        <pctVal>0.000328260697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-739683.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55860000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10551.30000000</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__06732750"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2638.46000000</valUSD>
        <pctVal>0.000082084929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2397210.92000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2638.46000000</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>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1507.06000000</valUSD>
        <pctVal>0.000046886029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406830.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1507.06000000</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__06716120"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2033.67000000</valUSD>
        <pctVal>-0.00006326935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7087163.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2033.67000000</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>34630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670418"/>
        <valUSD>-10379.79000000</valUSD>
        <pctVal>-0.00032292486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34630000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>454722.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10379.79000000</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__06750130"/>
        </identifiers>
        <balance>9419849.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>5992.59000000</valUSD>
        <pctVal>0.000186435015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9419849.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5992.59000000</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__06831419"/>
        </identifiers>
        <balance>784744.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1661.56000000</valUSD>
        <pctVal>0.000051692667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-784744.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7120000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1661.56000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GP31C253"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>523804.38000000</valUSD>
        <pctVal>0.016296038518</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>2022-03-14</expDate>
            <notionalAmt>11952295.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>523804.38000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__06775252"/>
        </identifiers>
        <balance>17340483.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>299518.37000000</valUSD>
        <pctVal>0.009318293395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17340483.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25770000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>299518.37000000</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>LEAN HOGS FUTURE  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHG2 COMDTY"/>
        </identifiers>
        <balance>-233.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71370.00000000</valUSD>
        <pctVal>0.002220386681</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>2022-02-14</expDate>
            <notionalAmt>-7664840.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>71370.00000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06790245"/>
        </identifiers>
        <balance>353830.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5859.52000000</valUSD>
        <pctVal>0.000182295084</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-353830.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7380000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5859.52000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
        <valUSD>433.55000000</valUSD>
        <pctVal>0.000013488141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>712523.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>433.55000000</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__06750066"/>
        </identifiers>
        <balance>9351804.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-13655.98000000</valUSD>
        <pctVal>-0.00042485016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9351804.14000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13655.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831179"/>
        </identifiers>
        <balance>764657.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11874.51000000</valUSD>
        <pctVal>-0.00036942698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-764657.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56660000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11874.51000000</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__06769886"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>165.19000000</valUSD>
        <pctVal>0.000005139213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11020284.17000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>165.19000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCH2 COMDTY"/>
        </identifiers>
        <balance>108.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59793.75000000</valUSD>
        <pctVal>-0.00186023884</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 C Coffee Future</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-21</expDate>
            <notionalAmt>9216843.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59793.75000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06697160"/>
        </identifiers>
        <balance>415158.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4057.23000000</valUSD>
        <pctVal>-0.00012622417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415158.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>351000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4057.23000000</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__06732810"/>
        </identifiers>
        <balance>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6295.61000000</valUSD>
        <pctVal>0.000195862247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10490968.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6295.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732757"/>
        </identifiers>
        <balance>2365780.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14864.68000000</valUSD>
        <pctVal>0.000462453937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2365780.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13310000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14864.68000000</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__06750151"/>
        </identifiers>
        <balance>55021106.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-887544.91000000</valUSD>
        <pctVal>-0.02761234268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55021106.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6233000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-887544.91000000</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__06724315"/>
        </identifiers>
        <balance>11363526.21000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>7420.97000000</valUSD>
        <pctVal>0.000230873237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11363526.21000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7420.97000000</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__06750103"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8942.90000000</valUSD>
        <pctVal>0.000278221886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7403757.09000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8942.90000000</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>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-697.86000000</valUSD>
        <pctVal>-0.00002171106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>560707.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-697.86000000</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__06817027"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>839.33000000</valUSD>
        <pctVal>0.000026112332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8348924.34000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>839.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817093"/>
        </identifiers>
        <balance>697150.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14251.39000000</valUSD>
        <pctVal>-0.00044337391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-697150.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51400000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14251.39000000</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>99000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500061"/>
        <valUSD>2335.63000000</valUSD>
        <pctVal>0.000072663608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>862046.45000000</amtCurPur>
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            <unrealizedAppr>2335.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734016"/>
        <valUSD>13029.67000000</valUSD>
        <pctVal>0.000405365079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-53210000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>719976.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13029.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811803"/>
        </identifiers>
        <balance>125113.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>183.57000000</valUSD>
        <pctVal>0.000005711032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-125113.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>183.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705887"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-629.76000000</valUSD>
        <pctVal>-0.00001959241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7408811.09000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-629.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>420000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>-2211.64000000</valUSD>
        <pctVal>-0.00006880616</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>489704.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2211.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>30670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670397"/>
        <valUSD>-10666.52000000</valUSD>
        <pctVal>-0.00033184529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30670000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>401250.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10666.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815000"/>
        <valUSD>-1166.31000000</valUSD>
        <pctVal>-0.00003628498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>362294.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1166.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817055"/>
        </identifiers>
        <balance>1090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1450.71000000</valUSD>
        <pctVal>0.000045132929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>11237880.38000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1450.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688982"/>
        </identifiers>
        <balance>12365749.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
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        <pctVal>0.000325620313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-12365749.88000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400360"/>
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        <pctVal>-0.00006692177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-366000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>426518.74000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831186"/>
        </identifiers>
        <balance>104945298.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1346504.00000000</valUSD>
        <pctVal>-0.04189098428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-104945298.90000000</amtCurSold>
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            <amtCurPur>7846760000.00000000</amtCurPur>
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            <unrealizedAppr>-1346504.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>9770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-50838.80000000</valUSD>
        <pctVal>-0.00158164206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-9770000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>31250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670432"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-31250000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>388000000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-388000000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>37250000.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="74.45670492"/>
        <valUSD>-13203.46000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-37250000.00000000</amtCurSold>
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            <amtCurPur>487087.28000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835686"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1271.92000000</valUSD>
        <pctVal>0.000039570607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2299906.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1271.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790171"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>12491.89000000</valUSD>
        <pctVal>0.000388634246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7234380.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12491.89000000</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__06817075"/>
        </identifiers>
        <balance>382667.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-889.81000000</valUSD>
        <pctVal>-0.00002768281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-382667.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>454000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-889.81000000</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__06688979"/>
        </identifiers>
        <balance>11136129.97000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>9789.05000000</valUSD>
        <pctVal>0.000304546395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11136129.97000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9789.05000000</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>55000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17504765"/>
        <valUSD>-62.53000000</valUSD>
        <pctVal>-0.00000194536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>46188.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-62.53000000</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__06798973"/>
        </identifiers>
        <balance>19298121.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>-4527.46000000</valUSD>
        <pctVal>-0.00014085346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19298121.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4527.46000000</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>361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399361"/>
        <valUSD>-7245.40000000</valUSD>
        <pctVal>-0.00022541109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-361000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>415568.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7245.40000000</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__06750146"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4333.31000000</valUSD>
        <pctVal>-0.00013481328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7066345.89000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4333.31000000</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__06835782"/>
        </identifiers>
        <balance>595357.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2402.65000000</valUSD>
        <pctVal>0.000074748662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-595357.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44640000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2402.65000000</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>478000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518212"/>
        <valUSD>4420.37000000</valUSD>
        <pctVal>0.000137521797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-478000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406379.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4420.37000000</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>67000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80402827"/>
        <valUSD>-1353.59000000</valUSD>
        <pctVal>-0.00004211143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-67000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>77118.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1353.59000000</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__06835717"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4486.65000000</valUSD>
        <pctVal>-0.00013958382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7888792.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4486.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688916"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10446.57000000</valUSD>
        <pctVal>0.000325002450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2382817.92000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10446.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750109"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5009.32000000</valUSD>
        <pctVal>-0.00015584457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7472143.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5009.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775237"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4193.35000000</valUSD>
        <pctVal>-0.00013045899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7273571.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4193.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06716131"/>
        </identifiers>
        <balance>21698511.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>459519.32000000</valUSD>
        <pctVal>0.014296070870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21698511.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16360000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>459519.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817129"/>
        </identifiers>
        <balance>739560.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10808.78000000</valUSD>
        <pctVal>0.000336271138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-739560.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10808.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>70000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>128.69000000</valUSD>
        <pctVal>0.000004003664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-70000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>58993.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>128.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742285"/>
        </identifiers>
        <balance>2252889.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8178.82000000</valUSD>
        <pctVal>-0.00025445065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2252889.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12550000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8178.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06825959"/>
        </identifiers>
        <balance>981517.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12951.95000000</valUSD>
        <pctVal>0.000402947138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-981517.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12951.95000000</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>47540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734036"/>
        <valUSD>10895.33000000</valUSD>
        <pctVal>0.000338963789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47540000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>642510.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10895.33000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831171"/>
        </identifiers>
        <balance>1937005.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33258.39000000</valUSD>
        <pctVal>-0.00103469926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1937005.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>143290000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33258.39000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1566.39000000</valUSD>
        <pctVal>-0.00004873184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>518760.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1566.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811881"/>
        </identifiers>
        <balance>734814.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13136.61000000</valUSD>
        <pctVal>0.000408692081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734814.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13136.61000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06831150"/>
        </identifiers>
        <balance>27236807.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>122130.77000000</valUSD>
        <pctVal>0.003799601164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27236807.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20200000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>122130.77000000</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>72880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670410"/>
        <valUSD>-25944.85000000</valUSD>
        <pctVal>-0.00080716826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-72880000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>952879.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-25944.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>12530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-64198.82000000</valUSD>
        <pctVal>-0.00199728464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12530000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2176934.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-64198.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>4320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092108"/>
        <valUSD>-16974.11000000</valUSD>
        <pctVal>-0.00052808025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4320000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>755707.16000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16974.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>11900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-41672.29000000</valUSD>
        <pctVal>-0.00129646346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11900000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2086778.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-41672.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06724363"/>
        </identifiers>
        <balance>3650715.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15501.65000000</valUSD>
        <pctVal>0.000482270662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
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        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-710000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>7710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06817009"/>
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        <balance>820000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <title>DJIA MINI e-CBOT  Mar22</title>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                <indexName>CBOT $5 Mini Dow Jones Industr</indexName>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <curCd>USD</curCd>
        <valUSD>5248.72000000</valUSD>
        <pctVal>0.000163292531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-921061.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>68970000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5248.72000000</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__06835839"/>
        </identifiers>
        <balance>1104117.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-729.96000000</valUSD>
        <pctVal>-0.00002270973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1104117.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9730000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-729.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798947"/>
        </identifiers>
        <balance>1049316.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29218.15000000</valUSD>
        <pctVal>0.000909003658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1049316.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6030000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29218.15000000</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="AUD" exchangeRt="1.37542099"/>
        <valUSD>-672.40000000</valUSD>
        <pctVal>-0.00002091898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>602779.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-672.40000000</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__06757447"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5528.59000000</valUSD>
        <pctVal>-0.00017199954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7055525.31000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5528.59000000</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>456000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518861"/>
        <valUSD>-571.45000000</valUSD>
        <pctVal>-0.00001777833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-456000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382887.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-571.45000000</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__06750098"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>10546.91000000</valUSD>
        <pctVal>0.000328124120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8521653.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10546.91000000</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__06805174"/>
        </identifiers>
        <balance>540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6267.90000000</valUSD>
        <pctVal>0.000195000163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2503645.20000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6267.90000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835999"/>
        </identifiers>
        <balance>1067179.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2836.91000000</valUSD>
        <pctVal>0.000088258892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1067179.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2836.91000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06742366"/>
        </identifiers>
        <balance>41933297.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1028361.69000000</valUSD>
        <pctVal>0.031993282895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41933297.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31720000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1028361.69000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817141"/>
        </identifiers>
        <balance>555649.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7362.68000000</valUSD>
        <pctVal>0.000229059781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-555649.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41920000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7362.68000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817137"/>
        </identifiers>
        <balance>470006.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6243.02000000</valUSD>
        <pctVal>0.000194226123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470006.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35460000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6243.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811864"/>
        </identifiers>
        <balance>716874.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9661.91000000</valUSD>
        <pctVal>-0.00030059095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-716874.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53230000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9661.91000000</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__06732809"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5223.02000000</valUSD>
        <pctVal>0.000162492980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8274011.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5223.02000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716153"/>
        </identifiers>
        <balance>413838.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3908.62000000</valUSD>
        <pctVal>-0.00012160078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-413838.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3908.62000000</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__06805265"/>
        </identifiers>
        <balance>1223755.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12472.76000000</valUSD>
        <pctVal>-0.00038803909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1223755.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91170000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12472.76000000</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__06835952"/>
        </identifiers>
        <balance>235013.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-468.15000000</valUSD>
        <pctVal>-0.00001456457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-235013.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-468.15000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06817146"/>
        </identifiers>
        <balance>494857.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2914.76000000</valUSD>
        <pctVal>0.000090680878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-494857.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>425000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2914.76000000</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__06697113"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2769.76000000</valUSD>
        <pctVal>-0.00008616979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7595396.93000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2769.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811878"/>
        </identifiers>
        <balance>519077.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8880.31000000</valUSD>
        <pctVal>0.000276274653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-519077.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39310000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8880.31000000</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__06811802"/>
        </identifiers>
        <balance>404718.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>604.04000000</valUSD>
        <pctVal>0.000018792242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404718.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>604.04000000</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__06724300"/>
        </identifiers>
        <balance>7971083.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>6771.94000000</valUSD>
        <pctVal>0.000210681314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7971083.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6771.94000000</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__06835902"/>
        </identifiers>
        <balance>732621.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-336.62000000</valUSD>
        <pctVal>-0.00001047255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732621.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6630000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</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__06750089"/>
        </identifiers>
        <balance>7100129.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-8647.52000000</valUSD>
        <pctVal>-0.00026903234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7100129.40000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8647.52000000</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) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NKH2 INDEX"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500000"/>
        <valUSD>-114844.05000000</valUSD>
        <pctVal>-0.00357290456</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>2022-03-10</expDate>
            <notionalAmt>15161416.81000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-114844.05000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805202"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9971.36000000</valUSD>
        <pctVal>0.000310218228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7513169.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9971.36000000</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>37570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670486"/>
        <valUSD>-12298.51000000</valUSD>
        <pctVal>-0.00038261801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37570000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>492290.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12298.51000000</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__06724266"/>
        </identifiers>
        <balance>9624847.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-21859.52000000</valUSD>
        <pctVal>-0.00068006987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9624847.06000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21859.52000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835770"/>
        </identifiers>
        <balance>610494.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2130.21000000</valUSD>
        <pctVal>0.000066272802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610494.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45750000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2130.21000000</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>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-31180.84000000</valUSD>
        <pctVal>-0.00097006475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2109790.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-31180.84000000</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__06831145"/>
        </identifiers>
        <balance>7194003.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>3461.15000000</valUSD>
        <pctVal>0.000107679576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7194003.12000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3461.15000000</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__06688907"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9214.25000000</valUSD>
        <pctVal>0.000286663836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2331950.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9214.25000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697052"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4508.46000000</valUSD>
        <pctVal>0.000140262358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2404755.60000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4508.46000000</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>886051.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197102044.95000000</valUSD>
        <pctVal>6.132026839112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06757517"/>
        </identifiers>
        <balance>711307.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12066.67000000</valUSD>
        <pctVal>-0.00037540525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-711307.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52630000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12066.67000000</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>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1909.21000000</valUSD>
        <pctVal>0.000059397288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407232.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1909.21000000</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__06775185"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6634.32000000</valUSD>
        <pctVal>0.000206399828</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2734601.03000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6634.32000000</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__06835722"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5279.87000000</valUSD>
        <pctVal>-0.00016426163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8190549.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5279.87000000</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__06769882"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-182.21000000</valUSD>
        <pctVal>-0.00000566872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7206903.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-182.21000000</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__06817149"/>
        </identifiers>
        <balance>390593.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1768.59000000</valUSD>
        <pctVal>0.000055022469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390593.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>335000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1768.59000000</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__06835456"/>
        </identifiers>
        <balance>961792.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4828.33000000</valUSD>
        <pctVal>0.000150213810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-961792.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4828.33000000</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__06817068"/>
        </identifiers>
        <balance>406510.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-347.03000000</valUSD>
        <pctVal>-0.00001079642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406510.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-347.03000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835992"/>
        </identifiers>
        <balance>1038583.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4343.59000000</valUSD>
        <pctVal>0.000135133100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1038583.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4343.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798968"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13613.49000000</valUSD>
        <pctVal>0.000423528259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6943251.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13613.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732765"/>
        </identifiers>
        <balance>2161940.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4071.39000000</valUSD>
        <pctVal>0.000126664706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2161940.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12110000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4071.39000000</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>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>87.17000000</valUSD>
        <pctVal>0.000002711939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>406251.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>87.17000000</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__06750101"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>15198.58000000</valUSD>
        <pctVal>0.000472841874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11572907.22000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15198.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835591"/>
        </identifiers>
        <balance>520591.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2520.98000000</valUSD>
        <pctVal>0.000078430018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520591.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2520.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798945"/>
        </identifiers>
        <balance>1471254.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38335.50000000</valUSD>
        <pctVal>0.001192652846</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1471254.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8440000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>38335.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>14263000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114058"/>
        <valUSD>2207266.94000000</valUSD>
        <pctVal>0.068670115120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14263000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>126081322.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2207266.94000000</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__06805296"/>
        </identifiers>
        <balance>439751.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6951.49000000</valUSD>
        <pctVal>0.000216267280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-439751.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33260000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6951.49000000</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__06817032"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2065.49000000</valUSD>
        <pctVal>0.000064259303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7021293.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2065.49000000</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__06817037"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1474.08000000</valUSD>
        <pctVal>0.000045859991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8251691.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1474.08000000</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__06750071"/>
        </identifiers>
        <balance>9354043.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-13909.80000000</valUSD>
        <pctVal>-0.00043274673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9354043.05000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13909.80000000</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>487000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518492"/>
        <valUSD>462.05000000</valUSD>
        <pctVal>0.000014374802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-487000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>409989.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>462.05000000</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__06697120"/>
        </identifiers>
        <balance>7095197.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>1146.24000000</valUSD>
        <pctVal>0.000035660586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7095197.55000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1146.24000000</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__06831413"/>
        </identifiers>
        <balance>444209.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>905.21000000</valUSD>
        <pctVal>0.000028161919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-444209.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4030000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>905.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732743"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2444.37000000</valUSD>
        <pctVal>0.000076046610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2350532.37000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2444.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697045"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5708.20000000</valUSD>
        <pctVal>0.000177587379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2363700.57000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5708.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06817084"/>
        </identifiers>
        <balance>146691.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2023.10000000</valUSD>
        <pctVal>0.000062940511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-146691.02000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34814999"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <unrealizedAppr>-1525.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>128000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499984"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-128000000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716093"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1029.98000000</valUSD>
        <pctVal>-0.00003204363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-970000.00000000</amtCurSold>
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            <amtCurPur>9979671.37000000</amtCurPur>
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            <unrealizedAppr>-1029.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </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__06817159"/>
        </identifiers>
        <balance>386869.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1978.30000000</valUSD>
        <pctVal>0.000061546741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-386869.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>332000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1978.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716107"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1480.06000000</valUSD>
        <pctVal>-0.00004604603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8327927.52000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-1480.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705880"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-902.94000000</valUSD>
        <pctVal>-0.00002809129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1020000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10495718.09000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-902.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>484000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516452"/>
        <valUSD>1389.22000000</valUSD>
        <pctVal>0.000043219918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-484000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>408394.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1389.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-281.97000000</valUSD>
        <pctVal>-0.00000877234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>506352.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-281.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
        <valUSD>-1588.79000000</valUSD>
        <pctVal>-0.00004942872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-600000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>443465.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1588.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705861"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>25315.28000000</valUSD>
        <pctVal>0.000787581764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8250559.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25315.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757448"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6179.40000000</valUSD>
        <pctVal>-0.00019224684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7976447.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6179.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>Low Su Gasoil G   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1K7ZT54"/>
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        <balance>518.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-485100.00000000</valUSD>
        <pctVal>-0.01509190947</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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>ICE Gas Oil Future</issueTitle>
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                  <isin value="N/A"/>
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            <unrealizedAppr>-485100.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>49000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670387"/>
        <valUSD>-16123.40000000</valUSD>
        <pctVal>-0.00050161388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-49000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>641977.18000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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        <balance>405865.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3906.24000000</valUSD>
        <pctVal>-0.00012152673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-405865.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>291904.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3782.65000000</valUSD>
        <pctVal>-0.00011768173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-291904.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>246000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3782.65000000</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__06715991"/>
        </identifiers>
        <balance>2215732.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-3159.80000000</valUSD>
        <pctVal>-0.00009830429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2215732.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3159.80000000</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="NZD" exchangeRt="1.46061942"/>
        <valUSD>-950.79000000</valUSD>
        <pctVal>-0.00002957995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>519376.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-950.79000000</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__06798935"/>
        </identifiers>
        <balance>2084058.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56912.23000000</valUSD>
        <pctVal>0.001770592090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2084058.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11970000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56912.23000000</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>26000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17539377"/>
        <valUSD>-21.94000000</valUSD>
        <pctVal>-0.00000068257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>21841.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21.94000000</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__06750142"/>
        </identifiers>
        <balance>7073599.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>3532.08000000</valUSD>
        <pctVal>0.000109886274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7073599.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3532.08000000</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>7010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458666"/>
        <valUSD>-21871.56000000</valUSD>
        <pctVal>-0.00068044445</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7010000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>1715605.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21871.56000000</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>-707.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>540850.00000000</valUSD>
        <pctVal>0.016826343515</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>-175443812.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>540850.00000000</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-1160.09000000</valUSD>
        <pctVal>-0.00003609147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>580480.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1160.09000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799015"/>
        </identifiers>
        <balance>476235.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12102.11000000</valUSD>
        <pctVal>0.000376507830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-476235.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36360000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12102.11000000</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__06835705"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-6094.67000000</valUSD>
        <pctVal>-0.00018961081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8389132.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6094.67000000</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__06831141"/>
        </identifiers>
        <balance>13432234.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36373.52000000</valUSD>
        <pctVal>0.001131613834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13432234.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>36373.52000000</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__06790194"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2698.47000000</valUSD>
        <pctVal>-0.00008395189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7596042.28000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2698.47000000</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__06835940"/>
        </identifiers>
        <balance>3490453.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10641.07000000</valUSD>
        <pctVal>0.000331053525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3490453.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4720000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>10641.07000000</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>95610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670436"/>
        <valUSD>-20824.73000000</valUSD>
        <pctVal>-0.00064787660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95610000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1263277.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20824.73000000</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__06811915"/>
        </identifiers>
        <balance>55409.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>809.01000000</valUSD>
        <pctVal>0.000025169049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55409.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>809.01000000</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__06742327"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6187.03000000</valUSD>
        <pctVal>0.000192484223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6978085.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6187.03000000</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__06697108"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22443.23000000</valUSD>
        <pctVal>0.000698229634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7221818.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22443.23000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817080"/>
        </identifiers>
        <balance>406140.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-818.03000000</valUSD>
        <pctVal>-0.00002544966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406140.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-818.03000000</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__06742346"/>
        </identifiers>
        <balance>7991932.26000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>4468.92000000</valUSD>
        <pctVal>0.000139032232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7991932.26000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4468.92000000</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__06697066"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3058.71000000</valUSD>
        <pctVal>0.000095159295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2353010.97000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3058.71000000</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>122000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500023"/>
        <valUSD>2952.25000000</valUSD>
        <pctVal>0.000091847226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-122000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1062393.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2952.25000000</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>361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399361"/>
        <valUSD>4397.68000000</valUSD>
        <pctVal>0.000136815890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-361000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>427211.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4397.68000000</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>99000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500061"/>
        <valUSD>2170.52000000</valUSD>
        <pctVal>0.000067526883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>861881.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2170.52000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799017"/>
        </identifiers>
        <balance>394302.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10093.64000000</valUSD>
        <pctVal>0.000314022471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394302.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30110000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10093.64000000</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__06732786"/>
        </identifiers>
        <balance>1290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22082.27000000</valUSD>
        <pctVal>0.000686999834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13138737.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22082.27000000</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__06835845"/>
        </identifiers>
        <balance>710307.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1553.79000000</valUSD>
        <pctVal>-0.00004833984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710307.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6250000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1553.79000000</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__06805232"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2324.54000000</valUSD>
        <pctVal>0.000072318588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7538534.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2324.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811893"/>
        </identifiers>
        <balance>734762.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13188.96000000</valUSD>
        <pctVal>0.000410320738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734762.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13188.96000000</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__06769873"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2483.40000000</valUSD>
        <pctVal>-0.00007726086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7186071.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2483.40000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805273"/>
        </identifiers>
        <balance>798729.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9143.64000000</valUSD>
        <pctVal>-0.00028446709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-798729.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59430000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9143.64000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06742374"/>
        </identifiers>
        <balance>18701333.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>241277.20000000</valUSD>
        <pctVal>0.007506356752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18701333.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25540000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>241277.20000000</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__06757433"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8543.75000000</valUSD>
        <pctVal>0.000265803961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7600917.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8543.75000000</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>24930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-46982.33000000</valUSD>
        <pctVal>-0.00146166372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24930000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>18079263.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-46982.33000000</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>28890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670381"/>
        <valUSD>-10326.64000000</valUSD>
        <pctVal>-0.00032127131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-28890000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>377684.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10326.64000000</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>11910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-47692.84000000</valUSD>
        <pctVal>-0.00148376834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11910000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2082546.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-47692.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06835689"/>
        </identifiers>
        <balance>881295.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>491.63000000</valUSD>
        <pctVal>0.000015295063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-881295.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4930000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>491.63000000</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>1880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.11240001"/>
        <valUSD>1193.97000000</valUSD>
        <pctVal>0.000037145510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>ILS</curSold>
            <amtCurPur>605229.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750092"/>
        </identifiers>
        <balance>14614473.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-18752.02000000</valUSD>
        <pctVal>-0.00058339267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14614473.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1440000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18752.02000000</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>10400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-37835.14000000</valUSD>
        <pctVal>-0.00117708618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1822323.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-37835.14000000</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>167000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499997"/>
        <valUSD>4395.87000000</valUSD>
        <pctVal>0.000136759579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1454615.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4395.87000000</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>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>-1004.50000000</valUSD>
        <pctVal>-0.00003125092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>587906.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1004.50000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500053"/>
        <valUSD>2214.45000000</valUSD>
        <pctVal>0.000068893586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>714298.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2214.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805249"/>
        </identifiers>
        <balance>723648.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9659.94000000</valUSD>
        <pctVal>-0.00030052966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723648.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9659.94000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757501"/>
        </identifiers>
        <balance>405879.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3920.03000000</valUSD>
        <pctVal>-0.00012195575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405879.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3920.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805200"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11413.35000000</valUSD>
        <pctVal>0.000355079870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7425548.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11413.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06750155"/>
        </identifiers>
        <balance>1806360.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25302.08000000</valUSD>
        <pctVal>0.000787171100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1806360.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7390000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25302.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742339"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11366.06000000</valUSD>
        <pctVal>0.000353608634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6923427.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11366.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI JAPAN ETF</title>
        <cusip>46434G822</cusip>
        <identifiers>
          <isin value="US46434G8226"/>
        </identifiers>
        <balance>132183.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8850973.68000000</valUSD>
        <pctVal>0.275361973904</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__06805225"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1404.08000000</valUSD>
        <pctVal>0.000043682226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7324243.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1404.08000000</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>439870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-3356232.23000000</valUSD>
        <pctVal>-0.10441548750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-439870000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>344871329.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3356232.23000000</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__06742365"/>
        </identifiers>
        <balance>7684749.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>4275.00000000</valUSD>
        <pctVal>0.000132999202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7684749.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4275.00000000</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__06811770"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3519.04000000</valUSD>
        <pctVal>0.000109480587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7155233.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3519.04000000</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>484000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516452"/>
        <valUSD>916.97000000</valUSD>
        <pctVal>0.000028527784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-484000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407921.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>916.97000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805299"/>
        </identifiers>
        <balance>740039.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11806.72000000</valUSD>
        <pctVal>0.000367317974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740039.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55980000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11806.72000000</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__06732879"/>
        </identifiers>
        <balance>43154125.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>196332.76000000</valUSD>
        <pctVal>0.006108093673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43154125.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63330000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>196332.76000000</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__06688922"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9036.29000000</valUSD>
        <pctVal>0.000281127335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2331232.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9036.29000000</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>410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>130.77000000</valUSD>
        <pctVal>0.000004068375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>280833.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>130.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06775203"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>20299.91000000</valUSD>
        <pctVal>0.000631548967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8105979.07000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20299.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811903"/>
        </identifiers>
        <balance>447326.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8281.12000000</valUSD>
        <pctVal>0.000257633299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-447326.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>389000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8281.12000000</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__06817023"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1829.37000000</valUSD>
        <pctVal>0.000056913391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7637031.62000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1829.37000000</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__06715994"/>
        </identifiers>
        <balance>2263887.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-3719.81000000</valUSD>
        <pctVal>-0.00011572672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2263887.22000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3719.81000000</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>322000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399110"/>
        <valUSD>-2001.76000000</valUSD>
        <pctVal>-0.00006227660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-322000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>375133.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2001.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805255"/>
        </identifiers>
        <balance>711767.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8274.83000000</valUSD>
        <pctVal>-0.00025743761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-711767.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52950000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8274.83000000</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__06775216"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1426.96000000</valUSD>
        <pctVal>-0.00004439404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7401594.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1426.96000000</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>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-2015.56000000</valUSD>
        <pctVal>-0.00006270593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>497772.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-2015.56000000</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__06716045"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22473.13000000</valUSD>
        <pctVal>0.000699159850</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7523104.06000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22473.13000000</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>199439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6609408.46000000</valUSD>
        <pctVal>0.205624807584</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__06835522"/>
        </identifiers>
        <balance>938713.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5162.92000000</valUSD>
        <pctVal>0.000160623214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-938713.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5162.92000000</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 May22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBK2 COMDTY"/>
        </identifiers>
        <balance>49.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>210197.40000000</valUSD>
        <pctVal>0.006539435441</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>2022-04-29</expDate>
            <notionalAmt>4572800.40000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>210197.40000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831203"/>
        </identifiers>
        <balance>598894.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3066.16000000</valUSD>
        <pctVal>0.000095391072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-598894.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44820000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3066.16000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716145"/>
        </identifiers>
        <balance>827171.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9653.19000000</valUSD>
        <pctVal>-0.00030031966</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-827171.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>698000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9653.19000000</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__06831423"/>
        </identifiers>
        <balance>782700.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-713.21000000</valUSD>
        <pctVal>-0.00002218862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-782700.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7080000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-713.21000000</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__06716086"/>
        </identifiers>
        <balance>1230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1616.39000000</valUSD>
        <pctVal>-0.00005028738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1230000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12651825.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1616.39000000</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>472000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517021"/>
        <valUSD>-608.14000000</valUSD>
        <pctVal>-0.00001891979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-472000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>396305.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-608.14000000</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__06750140"/>
        </identifiers>
        <balance>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-9249.98000000</valUSD>
        <pctVal>-0.00028777542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13509534.72000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9249.98000000</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__06835737"/>
        </identifiers>
        <balance>14321097.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12815.61000000</valUSD>
        <pctVal>-0.00039870547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14321097.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126210000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12815.61000000</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>38370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670474"/>
        <valUSD>-13888.95000000</valUSD>
        <pctVal>-0.00043209807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38370000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>501444.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13888.95000000</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>96000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406781"/>
        <valUSD>-28.47000000</valUSD>
        <pctVal>-0.00000088572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>833637.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-28.47000000</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>8780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-24174.69000000</valUSD>
        <pctVal>-0.00075209695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8780000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1546228.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24174.69000000</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>193000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17515422"/>
        <valUSD>-255.07000000</valUSD>
        <pctVal>-0.00000793546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-193000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>162042.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-255.07000000</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>69940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180729"/>
        <valUSD>4243.83000000</valUSD>
        <pctVal>0.000132029474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-69940000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>927644.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4243.83000000</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>44440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670439"/>
        <valUSD>-13662.48000000</valUSD>
        <pctVal>-0.00042505238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44440000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>583194.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13662.48000000</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__06835438"/>
        </identifiers>
        <balance>813650.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5133.88000000</valUSD>
        <pctVal>0.000159719753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-813650.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5133.88000000</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__06831407"/>
        </identifiers>
        <balance>325801.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1131.72000000</valUSD>
        <pctVal>0.000035208855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-325801.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2960000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1131.72000000</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>81780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670437"/>
        <valUSD>-29490.51000000</valUSD>
        <pctVal>-0.00091747703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81780000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1068865.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29490.51000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06817152"/>
        </identifiers>
        <balance>395625.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1420.69000000</valUSD>
        <pctVal>0.000044198979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-395625.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>339000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1420.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811862"/>
        </identifiers>
        <balance>614724.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8485.24000000</valUSD>
        <pctVal>-0.00026398366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-614724.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45630000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8485.24000000</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>5890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-21662.83000000</valUSD>
        <pctVal>-0.00067395066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5890000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1031830.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21662.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836019"/>
        </identifiers>
        <balance>1147024.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4259.38000000</valUSD>
        <pctVal>0.000132513249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1147024.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4259.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775222"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1950.81000000</valUSD>
        <pctVal>-0.00006069150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-700000.00000000</amtCurSold>
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            <unrealizedAppr>-1950.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180759"/>
        <valUSD>8891.47000000</valUSD>
        <pctVal>0.000276621851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
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            <curSold>RUB</curSold>
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            <unrealizedAppr>8891.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>704000000.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500030"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>JPY</curSold>
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            <unrealizedAppr>1412.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697087"/>
        </identifiers>
        <balance>7503030.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-20197.36000000</valUSD>
        <pctVal>-0.00062835854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7503030.01000000</amtCurSold>
            <curSold>NOK</curSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <unrealizedAppr>-116047.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817003"/>
        </identifiers>
        <balance>700000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-700000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>325000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400685"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-325000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688934"/>
        </identifiers>
        <balance>922387395.10000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-922387395.10000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>1854884.65000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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          <other otherDesc="Internal ID" value="CCTSEK__06757441"/>
        </identifiers>
        <balance>950000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - SEK</title>
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        <balance>770000.00000000</balance>
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        <invCountry>N/A</invCountry>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-770000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>19874529.77000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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            <counterparties>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>980000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <invCountry>N/A</invCountry>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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        <balance>31070000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31070000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>35047363.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-296357.70000000</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__06742303"/>
        </identifiers>
        <balance>2098126.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10649.85000000</valUSD>
        <pctVal>0.000331326679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2098126.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11790000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10649.85000000</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__06811892"/>
        </identifiers>
        <balance>734673.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13278.14000000</valUSD>
        <pctVal>0.000413095211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734673.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13278.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>72000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17513692"/>
        <valUSD>281.90000000</valUSD>
        <pctVal>0.000008770169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>60828.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>281.90000000</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>101000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500000"/>
        <valUSD>2942.19000000</valUSD>
        <pctVal>0.000091534250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-101000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>880020.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2942.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06811761"/>
        </identifiers>
        <balance>780616.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15316.40000000</valUSD>
        <pctVal>0.000476507364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780616.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4450000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15316.40000000</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__06781739"/>
        </identifiers>
        <balance>3525940.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41559.74000000</valUSD>
        <pctVal>0.001292961933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3525940.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4810000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>41559.74000000</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__06689003"/>
        </identifiers>
        <balance>10967742.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5638.74000000</valUSD>
        <pctVal>0.000175426414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10967742.89000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5638.74000000</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>66000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73833275"/>
        <valUSD>-1484655.33000000</valUSD>
        <pctVal>-0.04618899987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66000000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>87905934.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1484655.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805274"/>
        </identifiers>
        <balance>318737.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3593.76000000</valUSD>
        <pctVal>-0.00011180519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-318737.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23720000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3593.76000000</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__06724312"/>
        </identifiers>
        <balance>11560840.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>8375.90000000</valUSD>
        <pctVal>0.000260581992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11560840.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8375.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769863"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3209.21000000</valUSD>
        <pctVal>-0.00009984149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7797377.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3209.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724316"/>
        </identifiers>
        <balance>20585469.27000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>12524.09000000</valUSD>
        <pctVal>0.000389636018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20585469.27000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12524.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798941"/>
        </identifiers>
        <balance>1345857.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36741.12000000</valUSD>
        <pctVal>0.001143050210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1345857.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7730000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>36741.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732818"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3610.08000000</valUSD>
        <pctVal>-0.00011231292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7381831.03000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3610.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742282"/>
        </identifiers>
        <balance>2253020.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8309.86000000</valUSD>
        <pctVal>-0.00025852742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2253020.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12550000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8309.86000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811894"/>
        </identifiers>
        <balance>734615.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13336.29000000</valUSD>
        <pctVal>0.000414904311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734615.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13336.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817097"/>
        </identifiers>
        <balance>1464045.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29957.69000000</valUSD>
        <pctVal>-0.00093201143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1464045.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>107940000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29957.69000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06757515"/>
        </identifiers>
        <balance>3667582.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12872.33000000</valUSD>
        <pctVal>0.000400470086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3667582.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58870000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12872.33000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06769888"/>
        </identifiers>
        <balance>1679186.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14149.16000000</valUSD>
        <pctVal>0.000440193448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1679186.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5270000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14149.16000000</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 Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BRBMEFIBV335"/>
        </identifiers>
        <balance>-2180.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.57000000"/>
        <valUSD>24106.01000000</valUSD>
        <pctVal>0.000749960257</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>2022-02-16</expDate>
            <notionalAmt>-40936508.28000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>24106.01000000</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>53760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180795"/>
        <valUSD>6800.52000000</valUSD>
        <pctVal>0.000211570464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53760000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>716580.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>6800.52000000</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__06705900"/>
        </identifiers>
        <balance>8963114.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>-432.13000000</valUSD>
        <pctVal>-0.00001344396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8963114.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-432.13000000</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>24000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17494052"/>
        <valUSD>-18.97000000</valUSD>
        <pctVal>-0.00000059017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>20163.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18.97000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811885"/>
        </identifiers>
        <balance>1442069.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26838.01000000</valUSD>
        <pctVal>0.000834955302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1442069.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>109370000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>26838.01000000</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__06724285"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>15941.02000000</valUSD>
        <pctVal>0.000495939869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9371959.96000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15941.02000000</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>60610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180734"/>
        <valUSD>9173.11000000</valUSD>
        <pctVal>0.000285383932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60610000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>809391.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>9173.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732779"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>15804.26000000</valUSD>
        <pctVal>0.000491685139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9471094.33000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15804.26000000</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>55000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734070"/>
        <valUSD>11614.78000000</valUSD>
        <pctVal>0.000361346543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>742343.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11614.78000000</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>26390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670377"/>
        <valUSD>-6727.47000000</valUSD>
        <pctVal>-0.00020929781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26390000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>347706.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6727.47000000</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__06716127"/>
        </identifiers>
        <balance>12513990.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5466.72000000</valUSD>
        <pctVal>0.000170074713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12513990.18000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1220000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5466.72000000</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__06724265"/>
        </identifiers>
        <balance>8086278.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-18066.43000000</valUSD>
        <pctVal>-0.00056206333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8086278.05000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18066.43000000</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__06750041"/>
        </identifiers>
        <balance>2363211.99000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458662"/>
        <valUSD>-5587.11000000</valUSD>
        <pctVal>-0.00017382015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2363211.99000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5587.11000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826008"/>
        </identifiers>
        <balance>728470.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5110.04000000</valUSD>
        <pctVal>0.000158978068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-728470.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54620000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5110.04000000</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>197000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406781"/>
        <valUSD>30.72000000</valUSD>
        <pctVal>0.000000955727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-197000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1710782.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>30.72000000</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>97000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406754"/>
        <valUSD>205.36000000</valUSD>
        <pctVal>0.000006388939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>842555.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>205.36000000</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__06817145"/>
        </identifiers>
        <balance>897429.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5587.63000000</valUSD>
        <pctVal>0.000173836335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-897429.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>771000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5587.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811819"/>
        </identifiers>
        <balance>41161.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>43.78000000</valUSD>
        <pctVal>0.000001362036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-41161.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>43.78000000</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__06781733"/>
        </identifiers>
        <balance>406339.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1857.19000000</valUSD>
        <pctVal>-0.00005777889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406339.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>481000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1857.19000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835962"/>
        </identifiers>
        <balance>1615332.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10009.24000000</valUSD>
        <pctVal>0.000311396709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1615332.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>10009.24000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06835955"/>
        </identifiers>
        <balance>334986.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-839.51000000</valUSD>
        <pctVal>-0.00002611793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-334986.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-839.51000000</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__06742347"/>
        </identifiers>
        <balance>8412508.74000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>3512.40000000</valUSD>
        <pctVal>0.000109274011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8412508.74000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3512.40000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06732773"/>
        </identifiers>
        <balance>63679709.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64767.71000000</valUSD>
        <pctVal>0.002014983335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63679709.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80520000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>64767.71000000</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__06781720"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13747.79000000</valUSD>
        <pctVal>0.000427706456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7947843.54000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13747.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06775265"/>
        </identifiers>
        <balance>750342.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8586.73000000</valUSD>
        <pctVal>-0.00026714110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-750342.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55830000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8586.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781751"/>
        </identifiers>
        <balance>798745.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13544.67000000</valUSD>
        <pctVal>-0.00042138720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-798745.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59100000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13544.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798939"/>
        </identifiers>
        <balance>1845574.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48567.55000000</valUSD>
        <pctVal>0.001510981381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1845574.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10590000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>48567.55000000</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__06811900"/>
        </identifiers>
        <balance>467434.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9255.58000000</valUSD>
        <pctVal>0.000287949650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-467434.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>407000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9255.58000000</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>456000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518861"/>
        <valUSD>-561.80000000</valUSD>
        <pctVal>-0.00001747811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-456000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>382897.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-561.80000000</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__06816990"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2848.16000000</valUSD>
        <pctVal>0.000088608890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10360218.95000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2848.16000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826002"/>
        </identifiers>
        <balance>1903016.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15010.51000000</valUSD>
        <pctVal>0.000466990843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1903016.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>142810000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15010.51000000</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>42330000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670483"/>
        <valUSD>-13021.08000000</valUSD>
        <pctVal>-0.00040509783</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-42330000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>555497.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13021.08000000</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__06732811"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5721.72000000</valUSD>
        <pctVal>0.000178007998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8378751.23000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5721.72000000</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__06817004"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-693.10000000</valUSD>
        <pctVal>-0.00002156298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7118078.73000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-693.10000000</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__06697128"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1206.84000000</valUSD>
        <pctVal>-0.00003754590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10904884.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1206.84000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826000"/>
        </identifiers>
        <balance>183499.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1440.00000000</valUSD>
        <pctVal>0.000044799731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-183499.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13770000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1440.00000000</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__06688987"/>
        </identifiers>
        <balance>9920733.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>7540.53000000</valUSD>
        <pctVal>0.000234592859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9920733.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7540.53000000</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>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
        <valUSD>-1598.27000000</valUSD>
        <pctVal>-0.00004972365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>376697.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1598.27000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06831140"/>
        </identifiers>
        <balance>1063033.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13623.91000000</valUSD>
        <pctVal>0.000423852435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1063033.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1360000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13623.91000000</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__06781737"/>
        </identifiers>
        <balance>1111549.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18677.69000000</valUSD>
        <pctVal>0.000581080203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1111549.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4560000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18677.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716069"/>
        </identifiers>
        <balance>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <pctVal>0.000060512925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>13610880.36000000</amtCurPur>
            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811858"/>
        </identifiers>
        <balance>938369.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13134.65000000</valUSD>
        <pctVal>-0.00040863110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-938369.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
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            <unrealizedAppr>-13134.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750139"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4726.67000000</valUSD>
        <pctVal>-0.00014705107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8195557.60000000</amtCurPur>
            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>137300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530634"/>
        <valUSD>106129.54000000</valUSD>
        <pctVal>0.003301788106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-137300000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>8689897.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>106129.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>-313.52000000</valUSD>
        <pctVal>-0.00000975389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-85000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>737828.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-313.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688911"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10766.63000000</valUSD>
        <pctVal>0.000334959813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2430004.72000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10766.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724339"/>
        </identifiers>
        <balance>7991978.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>4463.83000000</valUSD>
        <pctVal>0.000138873878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7991978.28000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4463.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES U.S.</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>MSCI EAFE         Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSH2 INDEX"/>
        </identifiers>
        <balance>421.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1070405.00000000</valUSD>
        <pctVal>0.033301289138</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>
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            <expDate>2022-03-18</expDate>
            <notionalAmt>47803485.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1070405.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732825"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6791.87000000</valUSD>
        <pctVal>-0.00021130135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12296035.20000000</amtCurPur>
            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06816994"/>
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        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
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        <balance>1854620.53000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1854620.53000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06697105"/>
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        <balance>11467970.55000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-37428.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-11467970.55000000</amtCurSold>
            <curSold>NOK</curSold>
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            <unrealizedAppr>-37428.57000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732814"/>
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        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4606.72000000</valUSD>
        <pctVal>-0.00014331931</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-880000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
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        <title>WTI CRUDE FUTURE  Jul22</title>
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        <identifiers>
          <ticker value="CLN2 COMDTY"/>
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        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71740.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Light Sweet Crude Oil Fu</issueTitle>
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                  <isin value="N/A"/>
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            <expDate>2022-06-21</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>39870000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-39870000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>1690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.11219998"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1690000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>533986.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
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          <isin value="GB00H1JWRH31"/>
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        <balance>46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769878"/>
        </identifiers>
        <balance>790000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1609.36000000</valUSD>
        <pctVal>-0.00005006867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8120798.44000000</amtCurPur>
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            <unrealizedAppr>-1609.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733985"/>
        <valUSD>8748.82000000</valUSD>
        <pctVal>0.000272183878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-51320000.00000000</amtCurSold>
            <curSold>RUB</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697111"/>
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        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3413.29000000</valUSD>
        <pctVal>-0.00010619060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-840000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8619364.57000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3413.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811917"/>
        </identifiers>
        <balance>402365.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6393.15000000</valUSD>
        <pctVal>0.000198896806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-402365.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>349000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6393.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>118000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406853"/>
        <valUSD>347.78000000</valUSD>
        <pctVal>0.000010819757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-118000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1025061.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>347.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06811772"/>
        </identifiers>
        <balance>870000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2874.81000000</valUSD>
        <pctVal>0.000089437996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8755002.27000000</amtCurPur>
            <curPur>NOK</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>444000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516347"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <curSold>KRW</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811804"/>
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        <balance>404684.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>638.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-404684.94000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>27810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670501"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-27810000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="USD"/>
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        <balance>78000000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-78000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
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        <balance>1118342.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-1118342.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>480000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>15.33000000</valUSD>
        <pctVal>0.000000476930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-480000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>403656.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15.33000000</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>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80326665"/>
        <valUSD>9.95000000</valUSD>
        <pctVal>0.000000309553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1181.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9.95000000</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__06750093"/>
        </identifiers>
        <balance>7002350.46000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076535"/>
        <valUSD>-8937.94000000</valUSD>
        <pctVal>-0.00027806757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7002350.46000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8937.94000000</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__06750120"/>
        </identifiers>
        <balance>7675293.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>5319.63000000</valUSD>
        <pctVal>0.000165498607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7675293.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5319.63000000</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>56070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734001"/>
        <valUSD>7942.66000000</valUSD>
        <pctVal>0.000247103495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56070000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>752887.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7942.66000000</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>4620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-20440.93000000</valUSD>
        <pctVal>-0.00063593622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>805898.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20440.93000000</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 AUSTRALIA ET</title>
        <cusip>464286103</cusip>
        <identifiers>
          <isin value="US4642861037"/>
        </identifiers>
        <balance>372407.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9246865.81000000</valUSD>
        <pctVal>0.287678544070</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__06757463"/>
        </identifiers>
        <balance>405880.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3080.41000000</valUSD>
        <pctVal>-0.00009583440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405880.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3080.41000000</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__06688927"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7094.30000000</valUSD>
        <pctVal>0.000220710231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2415188.36000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7094.30000000</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>348000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518433"/>
        <valUSD>3260.94000000</valUSD>
        <pctVal>0.000101450858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-348000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>295900.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3260.94000000</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>88000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17520835"/>
        <valUSD>92.97000000</valUSD>
        <pctVal>0.000002892382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>74093.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>92.97000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826010"/>
        </identifiers>
        <balance>422070.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2739.65000000</valUSD>
        <pctVal>0.000085233044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-422070.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31630000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2739.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742297"/>
        </identifiers>
        <balance>2400385.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3511.49000000</valUSD>
        <pctVal>0.000109245700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2400385.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13440000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3511.49000000</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__06742280"/>
        </identifiers>
        <balance>2260991.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458666"/>
        <valUSD>-3002.04000000</valUSD>
        <pctVal>-0.00009339623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2260991.32000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3002.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757474"/>
        </identifiers>
        <balance>17821.45000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-162.15000000</valUSD>
        <pctVal>-0.00000504463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17821.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-162.15000000</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>96000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406781"/>
        <valUSD>667.06000000</valUSD>
        <pctVal>0.000020752853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>834332.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>667.06000000</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__06825963"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6222.21000000</valUSD>
        <pctVal>-0.00019357870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12507150.86000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6222.21000000</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>55370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733975"/>
        <valUSD>7838.50000000</valUSD>
        <pctVal>0.000243862981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55370000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>743482.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7838.50000000</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__06799014"/>
        </identifiers>
        <balance>530268.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13537.17000000</valUSD>
        <pctVal>0.000421153873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-530268.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40490000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13537.17000000</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__06732834"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4936.48000000</valUSD>
        <pctVal>-0.00015357845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9017492.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4936.48000000</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>47610000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-327753.58000000</valUSD>
        <pctVal>-0.01019671688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47610000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>51945728.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-327753.58000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835974"/>
        </identifiers>
        <balance>1426304.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9413.89000000</valUSD>
        <pctVal>0.000292874821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1426304.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1060000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>9413.89000000</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__06715992"/>
        </identifiers>
        <balance>2542267.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458668"/>
        <valUSD>-4465.25000000</valUSD>
        <pctVal>-0.00013891805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2542267.75000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4465.25000000</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>84000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499979"/>
        <valUSD>1625.25000000</valUSD>
        <pctVal>0.000050563030</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>731076.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1625.25000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06835381"/>
        </identifiers>
        <balance>408230.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-81.77000000</valUSD>
        <pctVal>-0.00000254394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-408230.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-81.77000000</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__06798975"/>
        </identifiers>
        <balance>562023.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9919.29000000</valUSD>
        <pctVal>0.000308598282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-562023.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1780000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9919.29000000</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__06724307"/>
        </identifiers>
        <balance>15033570.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>11531.58000000</valUSD>
        <pctVal>0.000358758114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15033570.05000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1470000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11531.58000000</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__06716141"/>
        </identifiers>
        <balance>22114920.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2183.57000000</valUSD>
        <pctVal>-0.00006793288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22114920.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>353700000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2183.57000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06811765"/>
        </identifiers>
        <balance>32298318.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>288889.19000000</valUSD>
        <pctVal>0.008987609778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32298318.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29680000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>288889.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI CHILE ETF</title>
        <cusip>464286640</cusip>
        <identifiers>
          <isin value="US4642866408"/>
        </identifiers>
        <balance>208770.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4820499.30000000</valUSD>
        <pctVal>0.149970189771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817089"/>
        </identifiers>
        <balance>706183.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15046.82000000</valUSD>
        <pctVal>-0.00046812048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-706183.24000000</amtCurSold>
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            <amtCurPur>52020000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
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        <curCd>USD</curCd>
        <valUSD>178790.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688999"/>
        </identifiers>
        <balance>17001831.88000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>10244.18000000</valUSD>
        <pctVal>0.000318705910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>1660000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724269"/>
        </identifiers>
        <balance>8896428.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-18908.15000000</valUSD>
        <pctVal>-0.00058825002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8896428.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-18908.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406838"/>
        <valUSD>-6.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-89000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-6.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>95000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17510178"/>
        <valUSD>365.65000000</valUSD>
        <pctVal>0.000011375709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-95000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>80252.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>365.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716002"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>30339.72000000</valUSD>
        <pctVal>0.000943896738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8595900.81000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>30339.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817045"/>
        </identifiers>
        <balance>940000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>SEK</curPur>
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            <unrealizedAppr>1423.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>13300000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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          <other otherDesc="Internal ID" value="CCTNOK__06724288"/>
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        <balance>1010000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - EUR</title>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805254"/>
        </identifiers>
        <balance>758776.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9713.54000000</valUSD>
        <pctVal>-0.00030219720</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-758776.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56380000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9713.54000000</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>339000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399778"/>
        <valUSD>-3304.69000000</valUSD>
        <pctVal>-0.00010281196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-339000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>393741.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3304.69000000</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__06769881"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>218.77000000</valUSD>
        <pctVal>0.000006806136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6592657.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>218.77000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742370"/>
        </identifiers>
        <balance>324393.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6643.89000000</valUSD>
        <pctVal>0.000206697560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-324393.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2920000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6643.89000000</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>902590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-2459754.99000000</valUSD>
        <pctVal>-0.07652525178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-902590000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>99865833.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2459754.99000000</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__06716091"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1202.25000000</valUSD>
        <pctVal>-0.00003740310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11625781.26000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1202.25000000</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>37000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406665"/>
        <valUSD>254.30000000</valUSD>
        <pctVal>0.000007911508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>321562.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>254.30000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06732882"/>
        </identifiers>
        <balance>8665835.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100870.32000000</valUSD>
        <pctVal>0.003138168909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8665835.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11820000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>100870.32000000</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>60690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734044"/>
        <valUSD>15195.91000000</valUSD>
        <pctVal>0.000472758808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60690000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>821521.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15195.91000000</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  May22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGK22 COMDTY"/>
        </identifiers>
        <balance>-195.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194680.00000000</valUSD>
        <pctVal>0.006056674781</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-04-27</expDate>
            <notionalAmt>-7068430.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>194680.00000000</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>38260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670493"/>
        <valUSD>-13240.70000000</valUSD>
        <pctVal>-0.00041193041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38260000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>500614.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13240.70000000</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__06705855"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23905.09000000</valUSD>
        <pctVal>0.000743709450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8137779.49000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23905.09000000</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>13860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-55857.41000000</valUSD>
        <pctVal>-0.00173777566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13860000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2423161.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-55857.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06816993"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1401.14000000</valUSD>
        <pctVal>0.000043590760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6835529.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1401.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06811754"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>4999.57000000</valUSD>
        <pctVal>0.000155541244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2314946.00000000</amtCurPur>
            <curPur>PLN</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750068"/>
        </identifiers>
        <balance>8227640.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8227640.85000000</amtCurSold>
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            <amtCurPur>810000.00000000</amtCurPur>
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            <unrealizedAppr>-11341.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06705842"/>
        </identifiers>
        <balance>16480516.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>255179.79000000</valUSD>
        <pctVal>0.007938879180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16480516.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21140000.00000000</amtCurPur>
            <curPur>CAD</curPur>
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            <unrealizedAppr>255179.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750051"/>
        </identifiers>
        <balance>9561940.57000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-14727.89000000</valUSD>
        <pctVal>-0.00045819827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9561940.57000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14727.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1768.20000000</valUSD>
        <pctVal>0.000055010336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407091.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1768.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817034"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2061.88000000</valUSD>
        <pctVal>0.000064146993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7433177.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2061.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817138"/>
        </identifiers>
        <balance>462419.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6040.39000000</valUSD>
        <pctVal>0.000187922117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-462419.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>34880000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6040.39000000</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>10000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>-20.66000000</valUSD>
        <pctVal>-0.00000064275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>8388.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06835732"/>
        </identifiers>
        <balance>605287.51000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1213.22000000</valUSD>
        <pctVal>-0.00003774439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-605287.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1880000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1213.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835891"/>
        </identifiers>
        <balance>787923.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-413.37000000</valUSD>
        <pctVal>-0.00001286032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-787923.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7130000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-413.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835501"/>
        </identifiers>
        <balance>940473.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3403.32000000</valUSD>
        <pctVal>0.000105880431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-940473.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>3403.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06816989"/>
        </identifiers>
        <balance>22406704.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>94061.56000000</valUSD>
        <pctVal>0.002926342091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22406704.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19780000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>94061.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06705916"/>
        </identifiers>
        <balance>100311811.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2101910.26000000</valUSD>
        <pctVal>-0.06539237140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100311811.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11308000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2101910.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805224"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1463.74000000</valUSD>
        <pctVal>0.000045538304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7633721.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1463.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835725"/>
        </identifiers>
        <balance>930000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5069.34000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-930000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9531186.84000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5069.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>63000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17510887"/>
        <valUSD>74.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>53052.45000000</amtCurPur>
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            <unrealizedAppr>74.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-35059.68000000</valUSD>
        <pctVal>-0.00109073905</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2105911.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-35059.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688947"/>
        </identifiers>
        <balance>14266769.57000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-36210.80000000</valUSD>
        <pctVal>-0.00112655146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-14266769.57000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1390000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36210.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805209"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2080.14000000</valUSD>
        <pctVal>0.000064715078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7330363.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2080.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732740"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2364.45000000</valUSD>
        <pctVal>0.000073560225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2396105.40000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2364.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06775255"/>
        </identifiers>
        <balance>3892519.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60656.32000000</valUSD>
        <pctVal>0.001887074191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3892519.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5330000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>60656.32000000</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__06811808"/>
        </identifiers>
        <balance>403713.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>768.89000000</valUSD>
        <pctVal>0.000023920878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-403713.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>481000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>768.89000000</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__06716056"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3388.86000000</valUSD>
        <pctVal>0.000105430567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8372004.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3388.86000000</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>150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73833276"/>
        <valUSD>-601.96000000</valUSD>
        <pctVal>-0.00001872753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>202558.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-601.96000000</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__06750079"/>
        </identifiers>
        <balance>8842100.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-12749.05000000</valUSD>
        <pctVal>-0.00039663473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8842100.58000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12749.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>117000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406763"/>
        <valUSD>-61.16000000</valUSD>
        <pctVal>-0.00000190274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-117000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1015968.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-61.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06757438"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>11308.34000000</valUSD>
        <pctVal>0.000351812911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7324281.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11308.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06798930"/>
        </identifiers>
        <balance>73368035.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1579955.61000000</valUSD>
        <pctVal>0.049153879695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-73368035.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103080000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1579955.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697079"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>21659.00000000</valUSD>
        <pctVal>0.000673831513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8017626.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21659.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-1036.08000000</valUSD>
        <pctVal>-0.00003223340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>507899.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1036.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781717"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
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        <valUSD>8991.84000000</valUSD>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
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        <lei>N/A</lei>
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          <ticker value="USD"/>
        </identifiers>
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        <units>NC</units>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716112"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1772.16000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697090"/>
        </identifiers>
        <balance>19255922.95000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500025"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-135000000.00000000</amtCurSold>
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        </derivativeInfo>
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      </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__06724253"/>
        </identifiers>
        <balance>166569456.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>280842.44000000</valUSD>
        <pctVal>0.008737267947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-166569456.40000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>CAD</curPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>353000000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-353000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716053"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <pctVal>0.000118909997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <unrealizedAppr>3822.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>8241211.19000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>-8241211.19000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06775207"/>
        </identifiers>
        <balance>830000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542099"/>
        <valUSD>236.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-740000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>7886221.42000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurPur>770000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
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        <balance>17395915.02000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>484000000.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1189.17516452"/>
        <valUSD>-364.12000000</valUSD>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-484000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06805191"/>
        </identifiers>
        <balance>20398410.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>179893.97000000</valUSD>
        <pctVal>0.005596667718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20398410.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>179893.97000000</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>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500040"/>
        <valUSD>1568.25000000</valUSD>
        <pctVal>0.000048789707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>678916.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1568.25000000</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__06817014"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2120.69000000</valUSD>
        <pctVal>0.000065976626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7948606.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2120.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716048"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>23473.63000000</valUSD>
        <pctVal>0.000730286330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8234314.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23473.63000000</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__06716001"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>28735.57000000</valUSD>
        <pctVal>0.000893990148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8080047.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>28735.57000000</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__06732819"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3602.62000000</valUSD>
        <pctVal>-0.00011208083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7381898.64000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3602.62000000</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__06757444"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4778.04000000</valUSD>
        <pctVal>-0.00014864924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7474237.13000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4778.04000000</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="AUD" exchangeRt="1.37542100"/>
        <valUSD>178.40000000</valUSD>
        <pctVal>0.000005550188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>618171.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>178.40000000</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 - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06790198"/>
        </identifiers>
        <balance>39829301.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-547078.65000000</valUSD>
        <pctVal>-0.01702012257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39829301.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4523000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-547078.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817106"/>
        </identifiers>
        <balance>827925.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15221.95000000</valUSD>
        <pctVal>-0.00047356893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-827925.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61170000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15221.95000000</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__06742291"/>
        </identifiers>
        <balance>2138508.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>673.91000000</valUSD>
        <pctVal>0.000020965963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2138508.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>673.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836002"/>
        </identifiers>
        <balance>1094180.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2924.93000000</valUSD>
        <pctVal>0.000090997276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1094180.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2924.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716079"/>
        </identifiers>
        <balance>1480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1863.50000000</valUSD>
        <pctVal>-0.00005797520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1480000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15224071.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1863.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750112"/>
        </identifiers>
        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5938.85000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7360749.36000000</amtCurPur>
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            <unrealizedAppr>-5938.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724321"/>
        </identifiers>
        <balance>22960412.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>11815.11000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22960412.16000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2240000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11815.11000000</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__06817044"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1887.68000000</valUSD>
        <pctVal>0.000058727469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8049476.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1887.68000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835980"/>
        </identifiers>
        <balance>1132135.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5603.67000000</valUSD>
        <pctVal>0.000174335354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1132135.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>5603.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817109"/>
        </identifiers>
        <balance>732897.92000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13993.81000000</valUSD>
        <pctVal>-0.00043536036</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-732897.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54110000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13993.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781761"/>
        </identifiers>
        <balance>769312.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13340.95000000</valUSD>
        <pctVal>-0.00041504928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-769312.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56900000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13340.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732888"/>
        </identifiers>
        <balance>2231423.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28343.38000000</valUSD>
        <pctVal>-0.00088178875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2231423.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>165820000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28343.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705863"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>21435.80000000</valUSD>
        <pctVal>0.000666887555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6911909.61000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21435.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06688961"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>21024.52000000</valUSD>
        <pctVal>0.000654092254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7911689.17000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21024.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>327690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73833275"/>
        <valUSD>-7909020.22000000</valUSD>
        <pctVal>-0.24605693092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-327690000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>435915258.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7909020.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>124920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-658911.13000000</valUSD>
        <pctVal>-0.02049933441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-124920000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>30303368.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-658911.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769855"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>19522.35000000</valUSD>
        <pctVal>0.000607358356</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7296394.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19522.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697070"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4062.89000000</valUSD>
        <pctVal>0.000126400264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2357062.41000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4062.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-44610.82000000</valUSD>
        <pctVal>-0.00138788385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11950000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2092782.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-44610.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>54260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734055"/>
        <valUSD>10804.73000000</valUSD>
        <pctVal>0.000336145139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-54260000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>731701.73000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724244"/>
        </identifiers>
        <balance>1579698.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24688.64000000</valUSD>
        <pctVal>0.000768086415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1579698.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8970000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24688.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835977"/>
        </identifiers>
        <balance>1145111.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6171.88000000</valUSD>
        <pctVal>0.000192012892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1145111.50000000</amtCurSold>
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            <amtCurPur>850000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>353000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398944"/>
        <valUSD>3153.98000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-353000000.00000000</amtCurSold>
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            <amtCurPur>416597.82000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTCAD__06811764"/>
        </identifiers>
        <balance>3447415.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59639.56000000</valUSD>
        <pctVal>0.001855441848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3447415.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4430000.00000000</amtCurPur>
            <curPur>CAD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06742309"/>
        </identifiers>
        <balance>100438136.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>482702.73000000</valUSD>
        <pctVal>0.015017328188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-100438136.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>127480000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>482702.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757490"/>
        </identifiers>
        <balance>161238.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1463.70000000</valUSD>
        <pctVal>-0.00004553706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-161238.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>190000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1463.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>123000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499999"/>
        <valUSD>3163.02000000</valUSD>
        <pctVal>0.000098404476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-123000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1071288.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3163.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-14236.98000000</valUSD>
        <pctVal>-0.00044292560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3930000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>688688.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14236.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-13801.74000000</valUSD>
        <pctVal>-0.00042938489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694395.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13801.74000000</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__06697142"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4504.75000000</valUSD>
        <pctVal>-0.00014014693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7167773.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4504.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>10590000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-94367.55000000</valUSD>
        <pctVal>-0.00293586172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10590000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>7760066.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-94367.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750082"/>
        </identifiers>
        <balance>9032673.19000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>-11603.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9032673.19000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11603.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742363"/>
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        <balance>8710114.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
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        <pctVal>0.000148217422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8710114.90000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>850000.00000000</amtCurPur>
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            <unrealizedAppr>4764.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>BRENT CRUDE FUTR  Jun22</title>
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        <identifiers>
          <isin value="GB00H1JWQ329"/>
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        <balance>77.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63250.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>ICE Brent Crude Oil Future</issueTitle>
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                  <isin value="N/A"/>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>107000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="115.15406759"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-107000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>951913.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3335.12000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3145.60000000</valUSD>
        <pctVal>0.000097862524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13930686.45000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3145.60000000</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__06817147"/>
        </identifiers>
        <balance>897534.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5483.16000000</valUSD>
        <pctVal>0.000170586176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-897534.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>771000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5483.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781752"/>
        </identifiers>
        <balance>715702.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11944.39000000</valUSD>
        <pctVal>-0.00037160101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-715702.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52970000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11944.39000000</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__06775223"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1657.24000000</valUSD>
        <pctVal>-0.00005155826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7193550.91000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1657.24000000</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__06835898"/>
        </identifiers>
        <balance>725342.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-789.13000000</valUSD>
        <pctVal>-0.00002455056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-725342.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6560000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-789.13000000</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>117000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>516.92000000</valUSD>
        <pctVal>0.000016081859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-117000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>98904.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>516.92000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742304"/>
        </identifiers>
        <balance>2339379.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9070.98000000</valUSD>
        <pctVal>0.000282206573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2339379.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13130000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9070.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817116"/>
        </identifiers>
        <balance>784564.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13447.00000000</valUSD>
        <pctVal>-0.00041834860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-784564.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58040000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13447.00000000</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__06732800"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11740.31000000</valUSD>
        <pctVal>0.000365251898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8130817.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11740.31000000</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>11900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-44789.07000000</valUSD>
        <pctVal>-0.00139342937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11900000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2083661.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-44789.07000000</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__06769862"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2812.03000000</valUSD>
        <pctVal>-0.00008748485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7183096.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2812.03000000</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>13670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-39319.39000000</valUSD>
        <pctVal>-0.00122326257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13670000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2405716.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-39319.39000000</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__06697149"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5381.87000000</valUSD>
        <pctVal>-0.00016743495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8498564.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5381.87000000</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__06781796"/>
        </identifiers>
        <balance>438159.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120.08000000</valUSD>
        <pctVal>-0.00000373579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-438159.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>374000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-120.08000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811891"/>
        </identifiers>
        <balance>415820.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7513.11000000</valUSD>
        <pctVal>0.000233739797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415820.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31520000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7513.11000000</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>53110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734042"/>
        <valUSD>13787.81000000</valUSD>
        <pctVal>0.000428951515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53110000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>719405.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13787.81000000</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>94000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406836"/>
        <valUSD>752.58000000</valUSD>
        <pctVal>0.000023413459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-94000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>817050.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>752.58000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805294"/>
        </identifiers>
        <balance>402868.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7302.90000000</valUSD>
        <pctVal>0.000227199970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-402868.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30540000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7302.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUH2 COMDTY"/>
        </identifiers>
        <balance>3428.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79836.85000000</valUSD>
        <pctVal>-0.00248379821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CBOT 2 Year US Treasury Note F</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-31</expDate>
            <notionalAmt>747973452.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-79836.85000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742284"/>
        </identifiers>
        <balance>3796020.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13102.00000000</valUSD>
        <pctVal>-0.00040761533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3796020.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21150000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13102.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817130"/>
        </identifiers>
        <balance>399015.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5783.97000000</valUSD>
        <pctVal>0.000179944653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-399015.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30140000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5783.97000000</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__06750043"/>
        </identifiers>
        <balance>2269798.09000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-5184.86000000</valUSD>
        <pctVal>-0.00016130578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2269798.09000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5184.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>58500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180749"/>
        <valUSD>9236.83000000</valUSD>
        <pctVal>0.000287366320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58500000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>781597.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>9236.83000000</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__06697136"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4787.44000000</valUSD>
        <pctVal>-0.00014894168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10460552.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4787.44000000</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__06831135"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2064.02000000</valUSD>
        <pctVal>0.000064213570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2394893.28000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2064.02000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811899"/>
        </identifiers>
        <balance>734789.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13161.82000000</valUSD>
        <pctVal>0.000409476388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734789.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13161.82000000</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__06724282"/>
        </identifiers>
        <balance>10623694.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-21342.58000000</valUSD>
        <pctVal>-0.00066398739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10623694.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1040000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21342.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811807"/>
        </identifiers>
        <balance>65468.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>122.81000000</valUSD>
        <pctVal>0.000003820732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-65468.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>122.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705906"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2928.26000000</valUSD>
        <pctVal>0.000091100875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7235062.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2928.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688943"/>
        </identifiers>
        <balance>8088361.28000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-18302.60000000</valUSD>
        <pctVal>-0.00056941080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8088361.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__06732808"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>0.000158862958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
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            <curPur>NOK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724314"/>
        </identifiers>
        <balance>10030672.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>6771.71000000</valUSD>
        <pctVal>0.000210674158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10030672.40000000</amtCurSold>
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            <amtCurPur>980000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781754"/>
        </identifiers>
        <balance>862312.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14268.59000000</valUSD>
        <pctVal>-0.00044390902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-862312.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63830000.00000000</amtCurPur>
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            <unrealizedAppr>-14268.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06835401"/>
        </identifiers>
        <balance>60922564.01000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13190.30000000</valUSD>
        <pctVal>0.000410362427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60922564.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7017000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>13190.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724313"/>
        </identifiers>
        <balance>22207567.34000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>15348.79000000</valUSD>
        <pctVal>0.000477515046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22207567.34000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15348.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750134"/>
        </identifiers>
        <balance>7886382.35000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>4752.88000000</valUSD>
        <pctVal>0.000147866490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7886382.35000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4752.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716106"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1588.35000000</valUSD>
        <pctVal>-0.00004941503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8018009.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1588.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-36209.36000000</valUSD>
        <pctVal>-0.00112650666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8320000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9428218.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36209.36000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817127"/>
        </identifiers>
        <balance>400142.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6133.52000000</valUSD>
        <pctVal>0.000190819477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-400142.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30250000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6133.52000000</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__06724278"/>
        </identifiers>
        <balance>7145646.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-13807.79000000</valUSD>
        <pctVal>-0.00042957311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7145646.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13807.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-43474.31000000</valUSD>
        <pctVal>-0.00135252597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2092130.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-43474.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-116781.46000000</valUSD>
        <pctVal>-0.00363317918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5270000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>3714960.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-116781.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-14318.01000000</valUSD>
        <pctVal>-0.00044544652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>693878.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14318.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775232"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4131.21000000</valUSD>
        <pctVal>-0.00012852576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-850000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8715844.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4131.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>222300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-161165.14000000</valUSD>
        <pctVal>-0.00501399650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716070"/>
        </identifiers>
        <balance>1330000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1330000.00000000</amtCurSold>
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            <amtCurPur>13706812.42000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>1166.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670466"/>
        <valUSD>-18608.69000000</valUSD>
        <pctVal>-0.00057893354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-51800000.00000000</amtCurSold>
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            <amtCurPur>677097.63000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790169"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <pctVal>0.000431493900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
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            <amtCurPur>7948917.44000000</amtCurPur>
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            <unrealizedAppr>13869.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
        <valUSD>-1496.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>NZD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4540000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092114"/>
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        <pctVal>-0.00081076655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4540000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-26060.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06790190"/>
        </identifiers>
        <balance>19869782.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
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        <pctVal>0.000371872924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-19869782.64000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11953.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817067"/>
        </identifiers>
        <balance>37033.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32.73000000</valUSD>
        <pctVal>-0.00000101826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-37033.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44000000.00000000</amtCurPur>
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            <unrealizedAppr>-32.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835441"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000156789103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-836488.60000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>37200000.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="74.45670474"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-37200000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-8254903.76000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>10828225.42000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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        <balance>770000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
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        <name>N/A</name>
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        <title>CURRENCY CONTRACT - INR</title>
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        <balance>424059.58000000</balance>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        </identifiers>
        <balance>11134981.11000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>9915.96000000</valUSD>
        <pctVal>0.000308494682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11134981.11000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9915.96000000</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>55000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734070"/>
        <valUSD>11122.15000000</valUSD>
        <pctVal>0.000346020368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-55000000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>741850.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11122.15000000</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__06716026"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>30081.23000000</valUSD>
        <pctVal>0.000935854875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8894642.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>30081.23000000</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__06835534"/>
        </identifiers>
        <balance>928395.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4108.51000000</valUSD>
        <pctVal>0.000127819544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-928395.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4108.51000000</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>39510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670491"/>
        <valUSD>-12986.47000000</valUSD>
        <pctVal>-0.00040402108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-39510000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>517657.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12986.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831174"/>
        </identifiers>
        <balance>724344.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12216.62000000</valUSD>
        <pctVal>-0.00038007034</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-724344.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53600000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12216.62000000</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>7017000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114059"/>
        <valUSD>-15038.29000000</valUSD>
        <pctVal>-0.00046785510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7017000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>60927557.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15038.29000000</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>57670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180741"/>
        <valUSD>4583.34000000</valUSD>
        <pctVal>0.000142591944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57670000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>765985.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4583.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE (FLOOR)</name>
        <lei>N/A</lei>
        <title>NASDAQ 100 E-MINI Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQH2 INDEX"/>
        </identifiers>
        <balance>569.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1543916.00000000</valUSD>
        <pctVal>-0.04803265410</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>CME E-Mini NASDAQ 100 Index Fu</indexName>
                <indexIdentifier>NDX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-03-18</expDate>
            <notionalAmt>187274620.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1543916.00000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06716134"/>
        </identifiers>
        <balance>1686.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4.31000000</valUSD>
        <pctVal>-0.00000013408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1686.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4.31000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EBRA7"/>
        </identifiers>
        <balance>469.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>-1012034.24000000</valUSD>
        <pctVal>-0.03148532083</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>2022-03-08</expDate>
            <notionalAmt>110833742.78000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1012034.24000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811849"/>
        </identifiers>
        <balance>798848.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10724.28000000</valUSD>
        <pctVal>-0.00033364226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-798848.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59320000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10724.28000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811905"/>
        </identifiers>
        <balance>456215.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7590.74000000</valUSD>
        <pctVal>0.000236154939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-456215.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>396000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7590.74000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06825986"/>
        </identifiers>
        <balance>2578165.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28369.16000000</valUSD>
        <pctVal>0.000882590794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2578165.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53480000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>28369.16000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811911"/>
        </identifiers>
        <balance>440070.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6167.56000000</valUSD>
        <pctVal>0.000191878493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440070.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>381000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6167.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        </identifiers>
        <balance>1030000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTEUR__06705895"/>
        </identifiers>
        <balance>8031715.38000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
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        <pctVal>0.000002311852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        </identifiers>
        <balance>980000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>31174.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-980000.00000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06715998"/>
        </identifiers>
        <balance>40920024.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>293462.54000000</valUSD>
        <pctVal>0.009129890925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-40920024.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36230000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>293462.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>101000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406782"/>
        <valUSD>884.94000000</valUSD>
        <pctVal>0.000027531301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-101000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>877970.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>884.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716032"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29769.82000000</valUSD>
        <pctVal>0.000926166622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8891896.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29769.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817124"/>
        </identifiers>
        <balance>525901.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7965.83000000</valUSD>
        <pctVal>0.000247824335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-525901.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39750000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7965.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811811"/>
        </identifiers>
        <balance>7552.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16.20000000</valUSD>
        <pctVal>0.000000503996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7552.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798961"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>0.000591102587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-790000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8094511.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18999.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750061"/>
        </identifiers>
        <balance>11793764.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-17485.84000000</valUSD>
        <pctVal>-0.00054400064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11793764.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1160000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17485.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06705828"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>6262.50000000</valUSD>
        <pctVal>0.000194832164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
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            <amtCurPur>2365936.92000000</amtCurPur>
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            <unrealizedAppr>6262.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-526164.71000000</valUSD>
        <pctVal>-0.01636947056</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-47350000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>36958944.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-526164.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>87920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670445"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-87920000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732752"/>
        </identifiers>
        <balance>520000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2397315.44000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>2664.37000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732781"/>
        </identifiers>
        <balance>800000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14060.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8151280.80000000</amtCurPur>
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            <unrealizedAppr>14060.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06716128"/>
        </identifiers>
        <balance>11592421.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>4887.31000000</valUSD>
        <pctVal>0.000152048732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11592421.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>4887.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>195890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-1544491.72000000</valUSD>
        <pctVal>-0.04805056529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-195890000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06805248"/>
        </identifiers>
        <balance>7375949.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92809.21000000</valUSD>
        <pctVal>0.002887380325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7375949.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10070000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>92809.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742289"/>
        </identifiers>
        <balance>2293310.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-307.27000000</valUSD>
        <pctVal>-0.00000955945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2293310.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12820000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-307.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06750111"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4262.31000000</valUSD>
        <pctVal>-0.00013260440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6964009.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4262.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817015"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2222.89000000</valUSD>
        <pctVal>0.000069156162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8464428.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2222.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716080"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1117.27000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7301418.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1117.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>393.44000000</valUSD>
        <pctVal>0.000012240282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>500181.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>393.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>25600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670527"/>
        <valUSD>-6589.16000000</valUSD>
        <pctVal>-0.00020499485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-25600000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>337234.81000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-6589.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>3250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733801"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3250000.00000000</amtCurSold>
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            <unrealizedAppr>644.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750049"/>
        </identifiers>
        <balance>12004217.88000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06811793"/>
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        <balance>730000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-730000.00000000</amtCurSold>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-90.35000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>1020000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-1020000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>760000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-760000.00000000</amtCurSold>
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            <unrealizedAppr>16962.15000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>87000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500028"/>
        <valUSD>2296.66000000</valUSD>
        <pctVal>0.000071451215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>757800.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2296.66000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697053"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4269.44000000</valUSD>
        <pctVal>0.000132826225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2357895.75000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4269.44000000</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>87000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406747"/>
        <valUSD>676.82000000</valUSD>
        <pctVal>0.000021056495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>756186.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>676.82000000</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>45500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670456"/>
        <valUSD>-11835.15000000</valUSD>
        <pctVal>-0.00036820245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-45500000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>599258.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11835.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790264"/>
        </identifiers>
        <balance>866527.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9050.56000000</valUSD>
        <pctVal>-0.00028157128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-866527.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>64540000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9050.56000000</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__06816997"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>663.10000000</valUSD>
        <pctVal>0.000020629654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7732085.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>663.10000000</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__06732848"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3799.90000000</valUSD>
        <pctVal>-0.00011821840</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8100968.10000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3799.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781767"/>
        </identifiers>
        <balance>771763.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12603.16000000</valUSD>
        <pctVal>-0.00039209595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-771763.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12603.16000000</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>460000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>1150.43000000</valUSD>
        <pctVal>0.000035790940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-460000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>387973.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1150.43000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00JH7JGJ18"/>
        </identifiers>
        <balance>2744.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73830650"/>
        <valUSD>-4204725.38000000</valUSD>
        <pctVal>-0.13081289383</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>2022-03-29</expDate>
            <notionalAmt>460637211.33000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-4204725.38000000</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__06835984"/>
        </identifiers>
        <balance>728060.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3343.16000000</valUSD>
        <pctVal>0.000104008798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-728060.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>540000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3343.16000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811895"/>
        </identifiers>
        <balance>734766.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13185.09000000</valUSD>
        <pctVal>0.000410200339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734766.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13185.09000000</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__06775215"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-820.09000000</valUSD>
        <pctVal>-0.00002551375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7819005.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-820.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06831139"/>
        </identifiers>
        <balance>764812.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15022.73000000</valUSD>
        <pctVal>0.000467371018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-764812.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4360000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15022.73000000</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__06724331"/>
        </identifiers>
        <balance>14450573.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>7678.61000000</valUSD>
        <pctVal>0.000238888655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14450573.94000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1410000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7678.61000000</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>100000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>-7.03000000</valUSD>
        <pctVal>-0.00000021870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-100000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>868394.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-7.03000000</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__06775220"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1371.16000000</valUSD>
        <pctVal>-0.00004265805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7093161.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1371.16000000</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>233000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406831"/>
        <valUSD>71.49000000</valUSD>
        <pctVal>0.000002224119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2023447.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>71.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817094"/>
        </identifiers>
        <balance>740888.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15208.49000000</valUSD>
        <pctVal>-0.00047315018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740888.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54620000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15208.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835982"/>
        </identifiers>
        <balance>1307249.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6567.90000000</valUSD>
        <pctVal>0.000204333441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1307249.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6567.90000000</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>39000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406876"/>
        <valUSD>300.46000000</valUSD>
        <pctVal>0.000009347588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>338977.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>300.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831204"/>
        </identifiers>
        <balance>468894.02000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2520.88000000</valUSD>
        <pctVal>0.000078426907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-468894.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35100000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2520.88000000</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__06688958"/>
        </identifiers>
        <balance>7601608.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>-19997.58000000</valUSD>
        <pctVal>-0.00062214320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7601608.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19997.58000000</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  May22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWRC85"/>
        </identifiers>
        <balance>153.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>179060.00000000</valUSD>
        <pctVal>0.005570722140</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>2022-03-31</expDate>
            <notionalAmt>11586640.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>179060.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799025"/>
        </identifiers>
        <balance>423054.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9948.96000000</valUSD>
        <pctVal>0.000309521343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-423054.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32240000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9948.96000000</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>8220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-22420.40000000</valUSD>
        <pctVal>-0.00069751937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8220000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1447820.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22420.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705879"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1232.17000000</valUSD>
        <pctVal>-0.00003833394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9977840.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1232.17000000</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__06688998"/>
        </identifiers>
        <balance>7368531.12000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>5079.25000000</valUSD>
        <pctVal>0.000158020163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7368531.12000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5079.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>485000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516163"/>
        <valUSD>-128.52000000</valUSD>
        <pctVal>-0.00000399837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-485000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407717.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-128.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06835860"/>
        </identifiers>
        <balance>698561.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1148.65000000</valUSD>
        <pctVal>-0.00003573556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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      </invstOrSec>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTGBP__06835989"/>
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        <balance>1672474.80000000</balance>
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        <curCd>USD</curCd>
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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTNOK__06697082"/>
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        <balance>690000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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            <unrealizedAppr>-2939.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06826014"/>
        </identifiers>
        <balance>752187.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5165.29000000</valUSD>
        <pctVal>0.000160696947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-752187.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56390000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5165.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732820"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3976.33000000</valUSD>
        <pctVal>-0.00012370730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7687453.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3976.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-1021.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>667864.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1021.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>12930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-50685.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12930000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2261992.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-50685.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835492"/>
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        <balance>1076920.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3420.36000000</valUSD>
        <pctVal>0.000106410561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1076920.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>950000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3420.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI MALAYSIA ETF</title>
        <cusip>46434G814</cusip>
        <identifiers>
          <isin value="US46434G8143"/>
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        <balance>185997.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4655504.91000000</valUSD>
        <pctVal>0.144837061761</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>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>53920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180792"/>
        <valUSD>1377.80000000</valUSD>
        <pctVal>0.000042864631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-53920000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>713269.97000000</amtCurPur>
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            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1377.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705877"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>33692.73000000</valUSD>
        <pctVal>0.001048211979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-870000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9026839.86000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>33692.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>58880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180791"/>
        <valUSD>8325.81000000</valUSD>
        <pctVal>0.000259023646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-58880000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>785703.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8325.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__06805197"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14413.64000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8154398.40000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>14413.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757453"/>
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        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-5344.10000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-720000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398134"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-51000000.00000000</amtCurSold>
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            <unrealizedAppr>462.78000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-82000000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300G6KNDK44WUN559</lei>
        <title>VANGUARD LARGE-CAP ETF</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>861247.20000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>ICE FUTURES U.S.</name>
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        <balance>77.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-40485.00000000</valUSD>
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        <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 CTN Number 2 Cotton Futu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-09</expDate>
            <notionalAmt>4375585.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-40485.00000000</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>3240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-6564.93000000</valUSD>
        <pctVal>-0.00020424104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3240000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>572946.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6564.93000000</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>4790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092108"/>
        <valUSD>-9954.89000000</valUSD>
        <pctVal>-0.00030970583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4790000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>846791.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9954.89000000</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__06835576"/>
        </identifiers>
        <balance>1460796.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6192.49000000</valUSD>
        <pctVal>0.000192654088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1460796.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1290000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>6192.49000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799027"/>
        </identifiers>
        <balance>470242.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11111.09000000</valUSD>
        <pctVal>0.000345676282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470242.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35840000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11111.09000000</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>53070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>-306764.94000000</valUSD>
        <pctVal>-0.00954374088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53070000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>60044459.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-306764.94000000</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__06798959"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>18576.39000000</valUSD>
        <pctVal>0.000577928666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8090776.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18576.39000000</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__06688915"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10209.77000000</valUSD>
        <pctVal>0.000317635383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2335967.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10209.77000000</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>479000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517916"/>
        <valUSD>4440.35000000</valUSD>
        <pctVal>0.000138143393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-479000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407240.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4440.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMH2 COMDTY"/>
        </identifiers>
        <balance>2100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-693519.69000000</valUSD>
        <pctVal>-0.02157603871</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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-15</expDate>
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            <curCd>AUD</curCd>
            <unrealizedAppr>-693519.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790181"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>12560.93000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7234989.46000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-2018.20000000</valUSD>
        <pctVal>-0.00006278806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-770000.00000000</amtCurSold>
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            <amtCurPur>525155.40000000</amtCurPur>
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            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-2018.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06724254"/>
        </identifiers>
        <balance>105105359.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1659465.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-105105359.90000000</amtCurSold>
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            <amtCurPur>97240000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
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        <balance>47952748.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>914679.05000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-47952748.84000000</amtCurSold>
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            <amtCurPur>67210000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697080"/>
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        <balance>800000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>22923.63000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
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            <unrealizedAppr>22923.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732756"/>
        </identifiers>
        <balance>1125278.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10491.92000000</valUSD>
        <pctVal>0.000326413330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1125278.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6350000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10491.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790187"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11639.97000000</valUSD>
        <pctVal>0.000362130227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7728569.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11639.97000000</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__06831415"/>
        </identifiers>
        <balance>826734.16000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1642.72000000</valUSD>
        <pctVal>0.000051106537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-826734.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7500000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1642.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716118"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1935.93000000</valUSD>
        <pctVal>-0.00006022857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7499965.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1935.93000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805277"/>
        </identifiers>
        <balance>883968.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9219.82000000</valUSD>
        <pctVal>-0.00028683712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-883968.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65840000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9219.82000000</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>49060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-925017.77000000</valUSD>
        <pctVal>-0.02877815800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49060000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>37913830.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-925017.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805262"/>
        </identifiers>
        <balance>781281.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8170.58000000</valUSD>
        <pctVal>-0.00025419429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-781281.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58190000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8170.58000000</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>31810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670422"/>
        <valUSD>-10602.96000000</valUSD>
        <pctVal>-0.00032986788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31810000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>416625.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10602.96000000</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__06811827"/>
        </identifiers>
        <balance>404899.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>423.85000000</valUSD>
        <pctVal>0.000013186365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404899.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>423.85000000</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__06790203"/>
        </identifiers>
        <balance>66715.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-283.27000000</valUSD>
        <pctVal>-0.00000881279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-66715.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>79000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-283.27000000</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 - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06831170"/>
        </identifiers>
        <balance>1677005.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6617.08000000</valUSD>
        <pctVal>0.000205863476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1677005.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2270000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6617.08000000</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__06716084"/>
        </identifiers>
        <balance>1380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2748.72000000</valUSD>
        <pctVal>-0.00008551522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1380000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14186264.76000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2748.72000000</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__06697084"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>21622.61000000</valUSD>
        <pctVal>0.000672699387</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7013898.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21622.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
        <valUSD>1506.74000000</valUSD>
        <pctVal>0.000046876074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-483000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407670.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1506.74000000</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>1034137.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51148416.02000000</valUSD>
        <pctVal>1.591274509061</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805302"/>
        </identifiers>
        <balance>740158.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11688.33000000</valUSD>
        <pctVal>0.000363634752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740158.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55980000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11688.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750128"/>
        </identifiers>
        <balance>11977437.42000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>7858.93000000</valUSD>
        <pctVal>0.000244498577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11977437.42000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1170000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7858.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817114"/>
        </identifiers>
        <balance>906024.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15598.58000000</valUSD>
        <pctVal>-0.00048528624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-906024.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67020000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15598.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805251"/>
        </identifiers>
        <balance>729114.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9545.95000000</valUSD>
        <pctVal>-0.00029698332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-729114.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54160000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9545.95000000</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__06811909"/>
        </identifiers>
        <balance>88857.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1327.54000000</valUSD>
        <pctVal>0.000041300996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-88857.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1327.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742320"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3516.39000000</valUSD>
        <pctVal>0.000109398143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7255550.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3516.39000000</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__06835678"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1244.82000000</valUSD>
        <pctVal>0.000038727501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2391588.16000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1244.82000000</unrealizedAppr>
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        </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>38448.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1930858.56000000</valUSD>
        <pctVal>0.060070794879</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__06835465"/>
        </identifiers>
        <balance>430148.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1987.55000000</valUSD>
        <pctVal>0.000061834517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-430148.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>380000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1987.55000000</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 - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697059"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4711.99000000</valUSD>
        <pctVal>0.000146594365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2359681.26000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4711.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697067"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908121"/>
        <valUSD>669.14000000</valUSD>
        <pctVal>0.000020817564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-90000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>415759.14000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>669.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835676"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>460.34000000</valUSD>
        <pctVal>0.000014321602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-490000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2250736.60000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>460.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781722"/>
        </identifiers>
        <balance>1440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23356.60000000</valUSD>
        <pctVal>0.000726645419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1440000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14655089.38000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23356.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732887"/>
        </identifiers>
        <balance>2336911.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28605.90000000</valUSD>
        <pctVal>-0.00088995599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2336911.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28605.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06835411"/>
        </identifiers>
        <balance>2636136.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4469.77000000</valUSD>
        <pctVal>0.000139058676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2636136.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54040000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4469.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811777"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>954.85000000</valUSD>
        <pctVal>0.000029706266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7423156.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>954.85000000</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>31140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670456"/>
        <valUSD>-11247.95000000</valUSD>
        <pctVal>-0.00034993412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31140000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>406981.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11247.95000000</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__06811779"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>843.39000000</valUSD>
        <pctVal>0.000026238642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7937043.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>843.39000000</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>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-41456.15000000</valUSD>
        <pctVal>-0.00128973915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2094149.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-41456.15000000</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__06811814"/>
        </identifiers>
        <balance>403760.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>721.78000000</valUSD>
        <pctVal>0.000022455243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-403760.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>481000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>721.78000000</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__06697162"/>
        </identifiers>
        <balance>36665.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-357.77000000</valUSD>
        <pctVal>-0.00001113055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36665.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-357.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06775191"/>
        </identifiers>
        <balance>1095534.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31292.23000000</valUSD>
        <pctVal>0.000973530204</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1095534.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31292.23000000</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>5810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-19206.53000000</valUSD>
        <pctVal>-0.00059753290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5810000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1019978.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19206.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697047"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3602.89000000</valUSD>
        <pctVal>0.000112089238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2355206.52000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3602.89000000</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__06825962"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5063.45000000</valUSD>
        <pctVal>-0.00015752861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9325281.42000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5063.45000000</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__06742355"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3688.83000000</valUSD>
        <pctVal>-0.00011476291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7381118.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3688.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750126"/>
        </identifiers>
        <balance>6960701.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>4627.75000000</valUSD>
        <pctVal>0.000143973580</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6960701.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4627.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835905"/>
        </identifiers>
        <balance>900009.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-944.36000000</valUSD>
        <pctVal>-0.00002937991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-900009.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8140000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-944.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811908"/>
        </identifiers>
        <balance>410630.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6327.27000000</valUSD>
        <pctVal>0.000196847219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410630.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>356000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6327.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06799007"/>
        </identifiers>
        <balance>717352.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5490.08000000</valUSD>
        <pctVal>-0.00017080146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-717352.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53580000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5490.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805268"/>
        </identifiers>
        <balance>762430.11000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8052.45000000</valUSD>
        <pctVal>-0.00025051916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-762430.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56780000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8052.45000000</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__06831168"/>
        </identifiers>
        <balance>22207.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>99.66000000</valUSD>
        <pctVal>0.000003100514</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-22207.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>90000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>99.66000000</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__06716090"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1673.98000000</valUSD>
        <pctVal>-0.00005207906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11518531.36000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1673.98000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805286"/>
        </identifiers>
        <balance>406377.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7554.26000000</valUSD>
        <pctVal>0.000235020012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406377.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30820000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7554.26000000</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__06757452"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6098.61000000</valUSD>
        <pctVal>-0.00018973339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7771220.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6098.61000000</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>10320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-29284.09000000</valUSD>
        <pctVal>-0.00091105511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10320000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1816565.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29284.09000000</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>351000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399356"/>
        <valUSD>3919.78000000</valUSD>
        <pctVal>0.000121947979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-351000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>415021.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3919.78000000</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>53090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734048"/>
        <valUSD>11119.56000000</valUSD>
        <pctVal>0.000345939791</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53090000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>716471.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11119.56000000</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>2231700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>-297873.13000000</valUSD>
        <pctVal>-0.00926710845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2231700000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>246224736.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-297873.13000000</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>405000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400463"/>
        <valUSD>-9380.98000000</valUSD>
        <pctVal>-0.00029185096</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>464966.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9380.98000000</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__06705867"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>20979.59000000</valUSD>
        <pctVal>0.000652694440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7008226.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20979.59000000</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>71030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180773"/>
        <valUSD>4183.79000000</valUSD>
        <pctVal>0.000130161574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-71030000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>941974.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4183.79000000</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>52860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670481"/>
        <valUSD>-17293.69000000</valUSD>
        <pctVal>-0.00053802268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52860000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692649.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17293.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817098"/>
        </identifiers>
        <balance>1424693.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28868.52000000</valUSD>
        <pctVal>-0.00089812634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1424693.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105060000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28868.52000000</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__06831404"/>
        </identifiers>
        <balance>819422.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2326.89000000</valUSD>
        <pctVal>0.000072391699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-819422.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7440000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2326.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769877"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1727.78000000</valUSD>
        <pctVal>-0.00005375283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06775202"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>17922.13000000</valUSD>
        <pctVal>0.000557574033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
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            <amtCurPur>7382620.08000000</amtCurPur>
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            <unrealizedAppr>17922.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>40580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-416631.97000000</valUSD>
        <pctVal>-0.01296180576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40580000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>44138249.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-416631.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>172180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734004"/>
        <valUSD>6337.37000000</valUSD>
        <pctVal>0.000197161439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-172180000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2293916.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6337.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716082"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1123.54000000</valUSD>
        <pctVal>-0.00003495436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-920000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9463927.76000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>-1123.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805217"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1087.72000000</valUSD>
        <pctVal>0.000033839974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7630317.60000000</amtCurPur>
            <curPur>SEK</curPur>
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            <unrealizedAppr>1087.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724336"/>
        </identifiers>
        <balance>12504136.24000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
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        <pctVal>0.000203938954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12504136.24000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1220000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6555.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732857"/>
        </identifiers>
        <balance>680000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTCLP__06811918"/>
        </identifiers>
        <balance>79541.66000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-79541.66000000</amtCurSold>
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            <amtCurPur>69000000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-770000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>US BANK MMDA</name>
        <lei>N/A</lei>
        <title>US BANK MMDA-USBGFS 5</title>
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          <other otherDesc="Internal ID" value="8AMMF0A92"/>
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        <balance>496279039.42000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="cash" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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          <other otherDesc="Internal ID" value="CCTNOK__06805203"/>
        </identifiers>
        <balance>690000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>119000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499989"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>1100000.00000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>484000000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-484000000.00000000</amtCurSold>
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            <amtCurPur>408318.22000000</amtCurPur>
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            <unrealizedAppr>1313.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817018"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>948.16000000</valUSD>
        <pctVal>0.000029498134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9585661.59000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>948.16000000</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__06835906"/>
        </identifiers>
        <balance>919788.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-842.19000000</valUSD>
        <pctVal>-0.00002620130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-919788.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8320000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-842.19000000</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__06835698"/>
        </identifiers>
        <balance>6886738.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>4168.80000000</valUSD>
        <pctVal>0.000129695222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6886738.96000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4168.80000000</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__06666849"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>16520.93000000</valUSD>
        <pctVal>0.000513981405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2407325.46000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16520.93000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799011"/>
        </identifiers>
        <balance>142659.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3600.17000000</valUSD>
        <pctVal>0.000112004617</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-142659.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10890000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3600.17000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06805236"/>
        </identifiers>
        <balance>24553189.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>543895.86000000</valUSD>
        <pctVal>0.016921103035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24553189.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18530000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>543895.86000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805256"/>
        </identifiers>
        <balance>792134.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9324.93000000</valUSD>
        <pctVal>-0.00029010719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-792134.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58920000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9324.93000000</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__06757487"/>
        </identifiers>
        <balance>405717.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3758.11000000</valUSD>
        <pctVal>-0.00011691827</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405717.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3758.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798948"/>
        </identifiers>
        <balance>2022899.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55470.01000000</valUSD>
        <pctVal>0.001725723293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2022899.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11620000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>55470.01000000</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__06817154"/>
        </identifiers>
        <balance>458726.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1566.70000000</valUSD>
        <pctVal>0.000048741485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-458726.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>393000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1566.70000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799022"/>
        </identifiers>
        <balance>412037.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9683.79000000</valUSD>
        <pctVal>0.000301271659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-412037.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31400000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9683.79000000</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>490000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
        <valUSD>702.92000000</valUSD>
        <pctVal>0.000021868491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-490000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>412753.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>702.92000000</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__06705922"/>
        </identifiers>
        <balance>32805484.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>285124.95000000</valUSD>
        <pctVal>0.008870500792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32805484.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>299560000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>285124.95000000</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__06716081"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1679.48000000</valUSD>
        <pctVal>-0.00005225017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10179750.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1679.48000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__06750154"/>
        </identifiers>
        <balance>36225440.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>266158.39000000</valUSD>
        <pctVal>0.008280433576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36225440.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53310000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>266158.39000000</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__06732822"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4412.05000000</valUSD>
        <pctVal>-0.00013726295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7992447.06000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4412.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757470"/>
        </identifiers>
        <balance>17815.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156.55000000</valUSD>
        <pctVal>-0.00000487041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17815.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-156.55000000</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__06716099"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1568.97000000</valUSD>
        <pctVal>-0.00004881210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9562874.73000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1568.97000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835993"/>
        </identifiers>
        <balance>1429685.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6032.49000000</valUSD>
        <pctVal>0.000187676340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1429685.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1060000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6032.49000000</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__06817053"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>482.14000000</valUSD>
        <pctVal>0.000014999821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7315897.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>482.14000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1072.39000000</valUSD>
        <pctVal>-0.00003336304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>519254.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1072.39000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757478"/>
        </identifiers>
        <balance>38205.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-364.33000000</valUSD>
        <pctVal>-0.00001133464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-38205.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-364.33000000</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__06781795"/>
        </identifiers>
        <balance>387096.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-591.20000000</valUSD>
        <pctVal>-0.00001839277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-387096.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>330000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-591.20000000</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>52850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670415"/>
        <valUSD>-17336.70000000</valUSD>
        <pctVal>-0.00053936076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52850000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692471.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17336.70000000</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>140000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500011"/>
        <valUSD>2793.59000000</valUSD>
        <pctVal>0.000086911167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1218546.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2793.59000000</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__06811768"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3761.34000000</valUSD>
        <pctVal>0.000117018764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7358051.79000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3761.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716052"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>27437.49000000</valUSD>
        <pctVal>0.000853605679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9573708.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27437.49000000</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__06724291"/>
        </identifiers>
        <balance>7988742.37000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>4821.28000000</valUSD>
        <pctVal>0.000149994478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7988742.37000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4821.28000000</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__06742307"/>
        </identifiers>
        <balance>2017475.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14390.24000000</valUSD>
        <pctVal>0.000447693670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2017475.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11360000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14390.24000000</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__06715990"/>
        </identifiers>
        <balance>2261660.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458665"/>
        <valUSD>-3167.82000000</valUSD>
        <pctVal>-0.00009855380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2261660.17000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3167.82000000</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>357000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400176"/>
        <valUSD>-3046.26000000</valUSD>
        <pctVal>-0.00009477196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-357000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>415082.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3046.26000000</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__06835908"/>
        </identifiers>
        <balance>812502.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-692.80000000</valUSD>
        <pctVal>-0.00002155364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-812502.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7350000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-692.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716004"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>32838.09000000</valUSD>
        <pctVal>0.001021623338</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9019301.31000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>32838.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769854"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>21154.59000000</valUSD>
        <pctVal>0.000658138852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7912836.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21154.59000000</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__06688997"/>
        </identifiers>
        <balance>13306008.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>8981.26000000</valUSD>
        <pctVal>0.000279415301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13306008.69000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1300000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8981.26000000</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__06835851"/>
        </identifiers>
        <balance>725082.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1586.94000000</valUSD>
        <pctVal>-0.00004937117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-725082.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6380000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1586.94000000</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>109000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500021"/>
        <valUSD>2687.26000000</valUSD>
        <pctVal>0.000083603142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-109000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>949237.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2687.26000000</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>968792.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274245639.36000000</valUSD>
        <pctVal>8.532035380412</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__06798943"/>
        </identifiers>
        <balance>1264487.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32258.08000000</valUSD>
        <pctVal>0.001003578691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1264487.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7250000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>32258.08000000</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__06811824"/>
        </identifiers>
        <balance>404865.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>457.86000000</valUSD>
        <pctVal>0.000014244447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-404865.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>457.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835719"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5798.85000000</valUSD>
        <pctVal>-0.00018040758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8494789.38000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5798.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4761000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114059"/>
        <valUSD>575042.62000000</valUSD>
        <pctVal>0.017890107534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4761000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>41924294.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>575042.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724326"/>
        </identifiers>
        <balance>15267358.01000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>8457.45000000</valUSD>
        <pctVal>0.000263119088</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15267358.01000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8457.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757495"/>
        </identifiers>
        <balance>375129.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3443.23000000</valUSD>
        <pctVal>-0.00010712206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-375129.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>442000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3443.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716146"/>
        </identifiers>
        <balance>413515.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4756.52000000</valUSD>
        <pctVal>-0.00014797973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-413515.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>349000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>-4756.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742329"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>7879.09000000</valUSD>
        <pctVal>0.000245125774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7795736.41000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7879.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06817007"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2888.88000000</valUSD>
        <pctVal>-0.00008987572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8704162.08000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>-2888.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>487000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518492"/>
        <valUSD>581.86000000</valUSD>
        <pctVal>0.000018102202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-487000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>410109.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>581.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750087"/>
        </identifiers>
        <balance>7611280.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-9718.60000000</valUSD>
        <pctVal>-0.00030235463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7611280.80000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9718.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06775190"/>
        </identifiers>
        <balance>966695.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27773.48000000</valUSD>
        <pctVal>0.000864058639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-966695.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5560000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27773.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811794"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-614.65000000</valUSD>
        <pctVal>-0.00001912232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7820865.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-614.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>163080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734029"/>
        <valUSD>7601.44000000</valUSD>
        <pctVal>0.000236487825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163080000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>2174278.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7601.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750081"/>
        </identifiers>
        <balance>8428524.67000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-11364.48000000</valUSD>
        <pctVal>-0.00035355947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8428524.67000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11364.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>383000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398992"/>
        <valUSD>3539.41000000</valUSD>
        <pctVal>0.000110114317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-383000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>452120.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3539.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4855000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114060"/>
        <valUSD>576963.99000000</valUSD>
        <pctVal>0.017949883131</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4855000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>42742605.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>576963.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1193.28000000</valUSD>
        <pctVal>-0.00003712404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>512287.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1193.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-328.09000000</valUSD>
        <pctVal>-0.00001020718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>581312.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-328.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06757431"/>
        </identifiers>
        <balance>7323725.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>76469.59000000</valUSD>
        <pctVal>0.002379039640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7323725.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6740000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>76469.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835972"/>
        </identifiers>
        <balance>1251742.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7896.66000000</valUSD>
        <pctVal>0.000245672393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1251742.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>930000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7896.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811783"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>736.13000000</valUSD>
        <pctVal>0.000022901684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>
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            <curPur>SEK</curPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716008"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>33895.75000000</valUSD>
        <pctVal>0.001054528119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-900000.00000000</amtCurSold>
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            <unrealizedAppr>33895.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697061"/>
        </identifiers>
        <balance>490000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-490000.00000000</amtCurSold>
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            <unrealizedAppr>4230.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>38000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17525063"/>
        <valUSD>151.61000000</valUSD>
        <pctVal>0.000004716727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-38000000.00000000</amtCurSold>
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            <amtCurPur>32106.53000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__06716017"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>31012.98000000</valUSD>
        <pctVal>0.000964842479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-830000.00000000</amtCurSold>
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            <amtCurPur>8601839.46000000</amtCurPur>
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            <unrealizedAppr>31012.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750059"/>
        </identifiers>
        <balance>7020613.45000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-11008.40000000</valUSD>
        <pctVal>-0.00034248150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7020613.45000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11008.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742294"/>
        </identifiers>
        <balance>1896359.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3148.62000000</valUSD>
        <pctVal>0.000097956479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1896359.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10620000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3148.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716110"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1416.37000000</valUSD>
        <pctVal>-0.00004406458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7504669.37000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1416.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811778"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1499.97000000</valUSD>
        <pctVal>0.000046665453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7428090.96000000</amtCurPur>
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            <unrealizedAppr>1499.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835683"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1568.07000000</valUSD>
        <pctVal>0.000048784107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2392892.32000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1568.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06732839"/>
        </identifiers>
        <balance>960000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3723.62000000</valUSD>
        <pctVal>-0.00011584526</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-960000.00000000</amtCurSold>
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            <amtCurPur>9852307.20000000</amtCurPur>
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            <unrealizedAppr>-3723.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724348"/>
        </identifiers>
        <balance>7283560.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>3089.93000000</valUSD>
        <pctVal>0.000096130578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7283560.56000000</amtCurSold>
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            <amtCurPur>710000.00000000</amtCurPur>
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            <unrealizedAppr>3089.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732748"/>
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        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2705.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        <balance>774648.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1496.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-774648.20000000</amtCurSold>
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            <amtCurPur>7000000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06775239"/>
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        <balance>690000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-690000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7080027.21000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811776"/>
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        <balance>720000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-720000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTNOK__06790174"/>
        </identifiers>
        <balance>690000.00000000</balance>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>7040745.72000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716047"/>
        </identifiers>
        <balance>900000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-900000.00000000</amtCurSold>
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            <amtCurPur>9265053.60000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>102000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499970"/>
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        <pctVal>0.000075346303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-102000000.00000000</amtCurSold>
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            <amtCurPur>888184.53000000</amtCurPur>
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            <unrealizedAppr>2421.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831198"/>
        </identifiers>
        <balance>488075.36000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2545.33000000</valUSD>
        <pctVal>0.000079187569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-488075.36000000</amtCurSold>
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            <amtCurPur>36530000.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>2545.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>95000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500051"/>
        <valUSD>2284.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-95000000.00000000</amtCurSold>
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            <amtCurPur>827259.51000000</amtCurPur>
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            <unrealizedAppr>2284.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06750105"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>12852.99000000</valUSD>
        <pctVal>0.000399868401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1070000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10849832.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12852.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 3/8 03/15/22</title>
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        <identifiers>
          <isin value="US9128286H87"/>
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        <balance>290350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291662739.14000000</valUSD>
        <pctVal>9.073897456666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798954"/>
        </identifiers>
        <balance>2080204.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>62555.42000000</valUSD>
        <pctVal>0.001946156948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2080204.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11980000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061940"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>NZD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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          <other otherDesc="Internal ID" value="CCTNOK__06781713"/>
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        <balance>760000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-760000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750067"/>
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        <balance>8842323.13000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8842323.13000000</amtCurSold>
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            <amtCurPur>870000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>699000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399667"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-699000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>103000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406860"/>
        <valUSD>-170.32000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-103000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
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        <balance>84179.26000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1320.46000000</valUSD>
        <pctVal>0.000041080731</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-84179.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73000000.00000000</amtCurPur>
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            <unrealizedAppr>1320.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817111"/>
        </identifiers>
        <balance>757782.65000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13103.75000000</valUSD>
        <pctVal>-0.00040766977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-757782.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56050000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13103.75000000</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>154000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499994"/>
        <valUSD>4497.80000000</valUSD>
        <pctVal>0.000139930716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>1341825.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4497.80000000</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__06750057"/>
        </identifiers>
        <balance>11498873.22000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-18180.94000000</valUSD>
        <pctVal>-0.00056562585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11498873.22000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18180.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>446000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518889"/>
        <valUSD>-505.45000000</valUSD>
        <pctVal>-0.00001572501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-446000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>374544.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-505.45000000</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__06742311"/>
        </identifiers>
        <balance>58171032.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>367361.99000000</valUSD>
        <pctVal>0.011428971134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-58171032.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>367361.99000000</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__06775224"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1241.18000000</valUSD>
        <pctVal>-0.00003861425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7197317.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1241.18000000</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>50680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734052"/>
        <valUSD>9890.99000000</valUSD>
        <pctVal>0.000307717843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50680000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>683224.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9890.99000000</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__06724247"/>
        </identifiers>
        <balance>1993483.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36593.09000000</valUSD>
        <pctVal>0.001138444860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1993483.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11350000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>36593.09000000</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__06724272"/>
        </identifiers>
        <balance>8177101.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-16987.48000000</valUSD>
        <pctVal>-0.00052849620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8177101.60000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16987.48000000</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__06705917"/>
        </identifiers>
        <balance>3680542.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>181007.82000000</valUSD>
        <pctVal>0.005631320621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-3680542.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>79230000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>181007.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITALIAN DERIVATIVES MARKET</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0018163961"/>
        </identifiers>
        <balance>536.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
        <valUSD>1590293.99000000</valUSD>
        <pctVal>0.049475516254</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>
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            <expDate>2022-03-18</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>1590293.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06831166"/>
        </identifiers>
        <balance>20786244.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52216.30000000</valUSD>
        <pctVal>-0.00162449736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-20786244.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>182890000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-52216.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SGD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSGD__06790250"/>
        </identifiers>
        <balance>4622720.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57305.64000000</valUSD>
        <pctVal>0.001782831439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4622720.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6310000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>57305.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06679014"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13874.47000000</valUSD>
        <pctVal>0.000431647588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2396648.10000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13874.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769852"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>17108.65000000</valUSD>
        <pctVal>0.000532265918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-750000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7676466.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831222"/>
        </identifiers>
        <balance>755356.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5100.64000000</valUSD>
        <pctVal>0.000158685625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-755356.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56790000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750083"/>
        </identifiers>
        <balance>8021575.47000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-10731.17000000</valUSD>
        <pctVal>-0.00033385661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8021575.47000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>790000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTBRL__06811759"/>
        </identifiers>
        <balance>117423.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2413.18000000</valUSD>
        <pctVal>0.000075076260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-117423.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>670000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>2413.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697068"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3753.32000000</valUSD>
        <pctVal>0.000116769255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2355813.42000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3753.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750075"/>
        </identifiers>
        <balance>10365167.48000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-14784.68000000</valUSD>
        <pctVal>-0.00045996506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-10365167.48000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1020000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14784.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOJ2 COMDTY"/>
        </identifiers>
        <balance>63.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>222070.80000000</valUSD>
        <pctVal>0.006908827892</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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-31</expDate>
            <notionalAmt>5823510.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>222070.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17513866"/>
        <valUSD>273.12000000</valUSD>
        <pctVal>0.000008497015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-113000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>95296.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>273.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811889"/>
        </identifiers>
        <balance>961968.47000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17392.63000000</valUSD>
        <pctVal>0.000541100798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-961968.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72920000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17392.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Index Fds</name>
        <lei>549300OM0CLBHZ9MZW59</lei>
        <title>VANGUARD REAL ESTATE ETF</title>
        <cusip>922908553</cusip>
        <identifiers>
          <isin value="US9229085538"/>
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        <balance>824043.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95597228.43000000</valUSD>
        <pctVal>2.974118156035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811870"/>
        </identifiers>
        <balance>765166.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10523.22000000</valUSD>
        <pctVal>-0.00032738710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-765166.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10523.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06825989"/>
        </identifiers>
        <balance>333870.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-269.13000000</valUSD>
        <pctVal>-0.00000837288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-333870.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3020000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-269.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06688992"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5830.36000000</valUSD>
        <pctVal>-0.00018138788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7979607.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5830.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732751"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2612.50000000</valUSD>
        <pctVal>0.000081277290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-510000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2351210.67000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2612.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17497419"/>
        <valUSD>23.73000000</valUSD>
        <pctVal>0.000000738262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-35000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>29455.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>410000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1154.55000000</valUSD>
        <pctVal>0.000035919117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-410000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1886373.51000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716063"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1788.42000000</valUSD>
        <pctVal>0.000055639399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12579668.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1788.42000000</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__06835594"/>
        </identifiers>
        <balance>486704.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2292.06000000</valUSD>
        <pctVal>0.000071308105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-486704.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2292.06000000</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__06757504"/>
        </identifiers>
        <balance>371020.97000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3539.37000000</valUSD>
        <pctVal>-0.00011011307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-371020.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>437000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3539.37000000</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>271000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517099"/>
        <valUSD>2488.48000000</valUSD>
        <pctVal>0.000077418913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-271000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>230377.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2488.48000000</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__06688976"/>
        </identifiers>
        <balance>10325093.65000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>8375.29000000</valUSD>
        <pctVal>0.000260563014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10325093.65000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8375.29000000</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__06716061"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1949.97000000</valUSD>
        <pctVal>0.000060665369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8461958.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1949.97000000</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__06724335"/>
        </identifiers>
        <balance>8506739.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>4478.77000000</valUSD>
        <pctVal>0.000139338675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8506739.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4478.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06799009"/>
        </identifiers>
        <balance>749814.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5932.78000000</valUSD>
        <pctVal>-0.00018457427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-749814.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55990000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5932.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724249"/>
        </identifiers>
        <balance>2398713.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>42744.50000000</valUSD>
        <pctVal>0.001329820912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2398713.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13650000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>42744.50000000</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__06757493"/>
        </identifiers>
        <balance>366626.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3349.77000000</valUSD>
        <pctVal>-0.00010421444</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-366626.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>432000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3349.77000000</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>76000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17525063"/>
        <valUSD>-24.70000000</valUSD>
        <pctVal>-0.00000076843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>63885.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-24.70000000</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__06705904"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1025.34000000</valUSD>
        <pctVal>0.000031899275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>5982083.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1025.34000000</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>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-56865.06000000</valUSD>
        <pctVal>-0.00176912458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2084105.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-56865.06000000</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__06750094"/>
        </identifiers>
        <balance>7803002.90000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-8702.88000000</valUSD>
        <pctVal>-0.00027075464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7803002.90000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8702.88000000</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__06757454"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2063.16000000</valUSD>
        <pctVal>-0.00006418681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-630000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6469020.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2063.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757506"/>
        </identifiers>
        <balance>405877.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3917.96000000</valUSD>
        <pctVal>-0.00012189135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405877.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3917.96000000</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__06732749"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2524.52000000</valUSD>
        <pctVal>0.000078540151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2350855.71000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2524.52000000</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>12240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-46856.53000000</valUSD>
        <pctVal>-0.00145774996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12240000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2142407.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-46856.53000000</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__06831149"/>
        </identifiers>
        <balance>7285884.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>4420.15000000</valUSD>
        <pctVal>0.000137514952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7285884.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>730000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4420.15000000</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__06817012"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2187.03000000</valUSD>
        <pctVal>0.000068040525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8155166.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2187.03000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817092"/>
        </identifiers>
        <balance>1061015.88000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22318.35000000</valUSD>
        <pctVal>-0.00069434450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1061015.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22318.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732886"/>
        </identifiers>
        <balance>1751782.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21550.47000000</valUSD>
        <pctVal>-0.00067045504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1751782.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>130230000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21550.47000000</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>48340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670480"/>
        <valUSD>-15820.74000000</valUSD>
        <pctVal>-0.00049219784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48340000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>633415.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15820.74000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836015"/>
        </identifiers>
        <balance>1134865.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2873.67000000</valUSD>
        <pctVal>0.000089402530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1134865.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2873.67000000</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>152230000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-1602392.20000000</valUSD>
        <pctVal>-0.04985190275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-152230000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>118912036.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1602392.20000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06750150"/>
        </identifiers>
        <balance>1536040.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6575.62000000</valUSD>
        <pctVal>-0.00020457361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1536040.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4760000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6575.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757481"/>
        </identifiers>
        <balance>378869.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3820.06000000</valUSD>
        <pctVal>-0.00011884559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378869.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>446000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3820.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>485000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516163"/>
        <valUSD>-597.54000000</valUSD>
        <pctVal>-0.00001859002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-485000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407248.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-597.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06689005"/>
        </identifiers>
        <balance>9639286.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>4503.73000000</valUSD>
        <pctVal>0.000140115203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9639286.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4503.73000000</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>345000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400620"/>
        <valUSD>-1464.62000000</valUSD>
        <pctVal>-0.00004556568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-345000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06732859"/>
        </identifiers>
        <balance>22248668.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>505299.95000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-22248668.40000000</amtCurSold>
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            <amtCurPur>16800000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06732840"/>
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        <balance>740000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750047"/>
        </identifiers>
        <balance>41741160.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-41741160.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>166232.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811840"/>
        </identifiers>
        <balance>717057.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9845.39000000</valUSD>
        <pctVal>-0.00030629918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-717057.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53230000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9845.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XPH2 INDEX"/>
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        <balance>547.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>481526.30000000</valUSD>
        <pctVal>0.014980728363</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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SFE S&amp;P ASX Share Price Index</indexName>
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            <expDate>2022-03-17</expDate>
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            <curCd>AUD</curCd>
            <unrealizedAppr>481526.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742343"/>
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        <balance>19588673.28000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-36646.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-19588673.28000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688984"/>
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        <balance>7975797.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
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        <pctVal>0.000194479989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7975797.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6251.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697114"/>
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        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2119.33000000</valUSD>
        <pctVal>-0.00006593431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-810000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>SEK</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>PLATINUM FUTURE   Apr22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLJ2 COMDTY"/>
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        <balance>40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40000.00000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            <expDate>2022-04-27</expDate>
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            <unrealizedAppr>40000.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06715987"/>
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        <balance>2306633.50000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.03458664"/>
        <valUSD>-2939.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>500000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>53310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733989"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-53310000.00000000</amtCurSold>
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            <amtCurPur>715870.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7594.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-32381.63000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>319000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406817"/>
        <valUSD>-1008.36000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-319000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2769193.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>ECX EMISSION      Dec22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GP3N4B43"/>
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        <balance>-14.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Carbon Emissions Future</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2022-12-19</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742301"/>
        </identifiers>
        <balance>1995336.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9699.84000000</valUSD>
        <pctVal>0.000301770989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1995336.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11210000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9699.84000000</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__06732823"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4889.11000000</valUSD>
        <pctVal>-0.00015210473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7576211.02000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4889.11000000</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__06697044"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>6258.21000000</valUSD>
        <pctVal>0.000194698698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2411815.12000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6258.21000000</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__06697096"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23119.97000000</valUSD>
        <pctVal>0.000719283641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7127446.77000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23119.97000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781753"/>
        </identifiers>
        <balance>723264.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11800.58000000</valUSD>
        <pctVal>-0.00036712695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723264.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53550000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11800.58000000</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__06750133"/>
        </identifiers>
        <balance>7984760.94000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>5261.09000000</valUSD>
        <pctVal>0.000163677373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7984760.94000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5261.09000000</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__06750078"/>
        </identifiers>
        <balance>9966569.91000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-15098.19000000</valUSD>
        <pctVal>-0.00046971864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9966569.91000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15098.19000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835997"/>
        </identifiers>
        <balance>1200966.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4495.42000000</valUSD>
        <pctVal>0.000139856672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1200966.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4495.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06688960"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23716.61000000</valUSD>
        <pctVal>0.000737845663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8938842.84000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23716.61000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
        <valUSD>216.92000000</valUSD>
        <pctVal>0.000006748581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>712306.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>216.92000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06705843"/>
        </identifiers>
        <balance>108655221.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>711750.29000000</valUSD>
        <pctVal>0.022143209534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-108655221.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99610000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>711750.29000000</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__06817066"/>
        </identifiers>
        <balance>407854.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8.63000000</valUSD>
        <pctVal>-0.00000026848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407854.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>485000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8.63000000</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>35000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17497419"/>
        <valUSD>1.98000000</valUSD>
        <pctVal>0.000000061599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>29434.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1.98000000</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__06697071"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3554.44000000</valUSD>
        <pctVal>0.000110581914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2309115.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3554.44000000</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>221933.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8096115.84000000</valUSD>
        <pctVal>0.251877648636</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>5130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-12345.45000000</valUSD>
        <pctVal>-0.00038407836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5130000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>905213.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12345.45000000</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="JPY" exchangeRt="115.15406836"/>
        <valUSD>1072.29000000</valUSD>
        <pctVal>0.000033359933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-94000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>817369.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1072.29000000</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__06732790"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14777.41000000</valUSD>
        <pctVal>0.000459738886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9963740.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14777.41000000</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>163000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406841"/>
        <valUSD>2044.29000000</valUSD>
        <pctVal>0.000063599751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-163000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1417539.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>2044.29000000</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__06835889"/>
        </identifiers>
        <balance>774130.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1230.39000000</valUSD>
        <pctVal>0.000038278570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-774130.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7020000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1230.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811867"/>
        </identifiers>
        <balance>778054.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10258.03000000</valUSD>
        <pctVal>-0.00031913679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-778054.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57790000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10258.03000000</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__06769884"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-168.89000000</valUSD>
        <pctVal>-0.00000525432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7412983.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-168.89000000</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>11940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-29970.74000000</valUSD>
        <pctVal>-0.00093241742</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2105634.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29970.74000000</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__06757440"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3854.09000000</valUSD>
        <pctVal>-0.00011990430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7585580.83000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3854.09000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805293"/>
        </identifiers>
        <balance>434799.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7873.55000000</valUSD>
        <pctVal>0.000244953419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-434799.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32960000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7873.55000000</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__06724323"/>
        </identifiers>
        <balance>9427622.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>5133.94000000</valUSD>
        <pctVal>0.000159721619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9427622.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>920000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5133.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705869"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>39960.28000000</valUSD>
        <pctVal>0.001243201254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12594050.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>39960.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732758"/>
        </identifiers>
        <balance>2017977.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13888.50000000</valUSD>
        <pctVal>0.000432084074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2017977.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11360000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13888.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>95850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>-96516.94000000</valUSD>
        <pctVal>-0.00300273123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-95850000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>10491461.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-96516.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-22309.33000000</valUSD>
        <pctVal>-0.00069406388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5770000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1009720.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22309.33000000</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__06805228"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1642.58000000</valUSD>
        <pctVal>0.000051102182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7120443.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1642.58000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811841"/>
        </identifiers>
        <balance>757674.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9940.02000000</valUSD>
        <pctVal>-0.00030924321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-757674.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56280000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9940.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688996"/>
        </identifiers>
        <balance>7163536.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>4972.80000000</valUSD>
        <pctVal>0.000154708405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7163536.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4972.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781764"/>
        </identifiers>
        <balance>729776.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12067.77000000</valUSD>
        <pctVal>-0.00037543948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-729776.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54020000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12067.77000000</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__06831426"/>
        </identifiers>
        <balance>804399.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1425.98000000</valUSD>
        <pctVal>-0.00004436355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-804399.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7270000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1425.98000000</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>30860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670372"/>
        <valUSD>-8354.44000000</valUSD>
        <pctVal>-0.00025991435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-30860000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>406114.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8354.44000000</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>4450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-20644.91000000</valUSD>
        <pctVal>-0.00064228223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4450000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>775288.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20644.91000000</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>584000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500000"/>
        <valUSD>14885.04000000</valUSD>
        <pctVal>0.000463087355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-584000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>5086310.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>14885.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>1721000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114061"/>
        <valUSD>218070.71000000</valUSD>
        <pctVal>0.006784381394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1721000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>15164943.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>218070.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805193"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13445.70000000</valUSD>
        <pctVal>0.000418308157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7644156.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13445.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>523160000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-2312622.05000000</valUSD>
        <pctVal>-0.07194780999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-523160000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>91260510.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2312622.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>425000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114074"/>
        <valUSD>25089.53000000</valUSD>
        <pctVal>0.000780558473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-425000000.00000000</amtCurSold>
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            <unrealizedAppr>25089.53000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>483000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516742"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-483000000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>730000.00000000</balance>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-730000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTAUD__06750044"/>
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        <balance>60840109.65000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-60840109.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84750000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>780400.89000000</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>438000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518266"/>
        <valUSD>562.14000000</valUSD>
        <pctVal>0.000017488695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-438000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>368884.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>562.14000000</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>85000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499944"/>
        <valUSD>1618.84000000</valUSD>
        <pctVal>0.000050363609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>739754.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1618.84000000</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__06817148"/>
        </identifiers>
        <balance>386464.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2383.60000000</valUSD>
        <pctVal>0.000074155999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-386464.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>332000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2383.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805253"/>
        </identifiers>
        <balance>782922.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10476.16000000</valUSD>
        <pctVal>-0.00032592302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-782922.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10476.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742314"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4563.61000000</valUSD>
        <pctVal>0.000141978126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9572624.65000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4563.61000000</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>388000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399939"/>
        <valUSD>-2359.39000000</valUSD>
        <pctVal>-0.00007340280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>CLP</curSold>
            <amtCurPur>452077.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2359.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-1613.28000000</valUSD>
        <pctVal>-0.00005019063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>511867.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-1613.28000000</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>BP CURRENCY FUT   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BPH2 CURNCY"/>
        </identifiers>
        <balance>193.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>147281.25000000</valUSD>
        <pctVal>0.004582055848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DFE</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 British Pound Currency Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>16174487.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>147281.25000000</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>4050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092108"/>
        <valUSD>-8470.38000000</valUSD>
        <pctVal>-0.00026352135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4050000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>715918.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8470.38000000</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__06724255"/>
        </identifiers>
        <balance>13734841.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>143285.19000000</valUSD>
        <pctVal>0.004457734727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13734841.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12200000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>143285.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811883"/>
        </identifiers>
        <balance>734770.24000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13181.21000000</valUSD>
        <pctVal>0.000410079629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734770.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13181.21000000</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__06817047"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1090.17000000</valUSD>
        <pctVal>0.000033916196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7630339.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1090.17000000</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 - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__06742371"/>
        </identifiers>
        <balance>33745070.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>323338.47000000</valUSD>
        <pctVal>0.010059358727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-33745070.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49770000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>323338.47000000</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__06775243"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2433.33000000</valUSD>
        <pctVal>-0.00007570314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6980566.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2433.33000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835783"/>
        </identifiers>
        <balance>535870.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2167.61000000</valUSD>
        <pctVal>0.000067436351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-535870.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40180000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2167.61000000</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 TURKEY ETF</title>
        <cusip>464286715</cusip>
        <identifiers>
          <isin value="US4642867158"/>
        </identifiers>
        <balance>188767.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3507290.86000000</valUSD>
        <pctVal>0.109115061142</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__06716033"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24561.62000000</valUSD>
        <pctVal>0.000764134705</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7240503.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24561.62000000</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__06816999"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>303.30000000</valUSD>
        <pctVal>0.000009435943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7126867.82000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>303.30000000</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>49000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17520507"/>
        <valUSD>52.46000000</valUSD>
        <pctVal>0.000001632079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>41257.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>52.46000000</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__06716066"/>
        </identifiers>
        <balance>1560000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2074.70000000</valUSD>
        <pctVal>0.000064545835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>16083557.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2074.70000000</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__06798952"/>
        </identifiers>
        <balance>1921773.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56433.40000000</valUSD>
        <pctVal>0.001755695246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1921773.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11060000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>56433.40000000</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__06705849"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23471.91000000</valUSD>
        <pctVal>0.000730232819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7130551.15000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23471.91000000</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__06724340"/>
        </identifiers>
        <balance>7888365.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>4533.85000000</valUSD>
        <pctVal>0.000141052265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7888365.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4533.85000000</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 Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YMH2 COMDTY"/>
        </identifiers>
        <balance>1170.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>63977.99000000</valUSD>
        <pctVal>0.001990414416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>SFE 3 Year Australian Bond Fut</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-15</expDate>
            <notionalAmt>95356363.30000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>63977.99000000</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__06817076"/>
        </identifiers>
        <balance>17696.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36.89000000</valUSD>
        <pctVal>-0.00000114768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17696.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798969"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13469.28000000</valUSD>
        <pctVal>0.000419041753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6741298.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13469.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NATURAL GAS FUTR  Jun22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGM22 COMDTY"/>
        </identifiers>
        <balance>-52.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33910.00000000</valUSD>
        <pctVal>0.001054971449</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>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-05-26</expDate>
            <notionalAmt>-1894990.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>33910.00000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>240880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>-165642.63000000</valUSD>
        <pctVal>-0.00515329535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-240880000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>26442936.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-165642.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06790276"/>
        </identifiers>
        <balance>460276.17000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2325.63000000</valUSD>
        <pctVal>-0.00007235249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-460276.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>391000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2325.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781770"/>
        </identifiers>
        <balance>678684.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11196.75000000</valUSD>
        <pctVal>-0.00034834124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-678684.13000000</amtCurSold>
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            <amtCurPur>50240000.00000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688939"/>
        </identifiers>
        <balance>6978108.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-17565.16000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6978108.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17565.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724296"/>
        </identifiers>
        <balance>11262727.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>7180.11000000</valUSD>
        <pctVal>0.000223379860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11262727.30000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7180.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805226"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1165.93000000</valUSD>
        <pctVal>0.000036273160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7425066.96000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1165.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817046"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1032.70000000</valUSD>
        <pctVal>0.000032128251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7629819.58000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1032.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831199"/>
        </identifiers>
        <balance>435574.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2397.91000000</valUSD>
        <pctVal>0.000074601196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-435574.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32610000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2397.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831200"/>
        </identifiers>
        <balance>436711.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2469.85000000</valUSD>
        <pctVal>0.000076839316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-436711.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32700000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2469.85000000</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>82000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406744"/>
        <valUSD>-86.15000000</valUSD>
        <pctVal>-0.00000268020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>712003.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-86.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734070"/>
        <valUSD>11605.06000000</valUSD>
        <pctVal>0.000361044145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-47030000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>636444.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11605.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>233390000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05385000"/>
        <valUSD>8117.03000000</valUSD>
        <pctVal>0.000252528307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-233390000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>25786100.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>8117.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805250"/>
        </identifiers>
        <balance>824857.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10958.38000000</valUSD>
        <pctVal>-0.00034092533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-824857.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61260000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10958.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688945"/>
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        <balance>15173279.68000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-36601.19000000</valUSD>
        <pctVal>-0.00113869685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-15173279.68000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-36601.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811809"/>
        </identifiers>
        <balance>24331.72000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54.93000000</valUSD>
        <pctVal>0.000001708923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-24331.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>54.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-988.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-890000.00000000</amtCurSold>
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            <unrealizedAppr>-988.00000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTMXN__06757509"/>
        </identifiers>
        <balance>12097432.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>362075.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-12097432.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>255640000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>362075.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724360"/>
        </identifiers>
        <balance>10153961.73000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
        <valUSD>4528.18000000</valUSD>
        <pctVal>0.000140875866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10153961.73000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4528.18000000</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__06790202"/>
        </identifiers>
        <balance>407849.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1685.75000000</valUSD>
        <pctVal>-0.00005244524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407849.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1685.75000000</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>1960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45671292"/>
        <valUSD>-424.85000000</valUSD>
        <pctVal>-0.00001321747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1960000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>25899.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-424.85000000</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__06835773"/>
        </identifiers>
        <balance>417669.70000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1459.05000000</valUSD>
        <pctVal>0.000045392394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-417669.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31300000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1459.05000000</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  Aug22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWQK94"/>
        </identifiers>
        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55110.00000000</valUSD>
        <pctVal>0.001714523049</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>2022-06-30</expDate>
            <notionalAmt>2053850.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>55110.00000000</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__06817157"/>
        </identifiers>
        <balance>466932.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1559.17000000</valUSD>
        <pctVal>0.000048507220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-466932.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831209"/>
        </identifiers>
        <balance>537174.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3139.75000000</valUSD>
        <pctVal>0.000097680525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-537174.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40230000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3139.75000000</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>141000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499990"/>
        <valUSD>2728.10000000</valUSD>
        <pctVal>0.000084873713</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-141000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1227164.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2728.10000000</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>54780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180721"/>
        <valUSD>7900.20000000</valUSD>
        <pctVal>0.000245782525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54780000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>731146.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>7900.20000000</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__06817008"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>429.77000000</valUSD>
        <pctVal>0.000013370542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7521381.99000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>429.77000000</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>34640000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670358"/>
        <valUSD>-10255.54000000</valUSD>
        <pctVal>-0.00031905933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34640000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>454981.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10255.54000000</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__06688964"/>
        </identifiers>
        <balance>1087931341.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>880922.03000000</valUSD>
        <pctVal>0.027406298765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1087931341.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>106420000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>880922.03000000</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__06724345"/>
        </identifiers>
        <balance>8194732.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>4817.78000000</valUSD>
        <pctVal>0.000149885589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8194732.80000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4817.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>482000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517034"/>
        <valUSD>1729.00000000</valUSD>
        <pctVal>0.000053790788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-482000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407051.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1729.00000000</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__06697072"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3536.15000000</valUSD>
        <pctVal>0.000110012895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2354937.24000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3536.15000000</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__06835417"/>
        </identifiers>
        <balance>904664.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5096.31000000</valUSD>
        <pctVal>0.000158550915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-904664.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5096.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811788"/>
        </identifiers>
        <balance>1370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-295.24000000</valUSD>
        <pctVal>-0.00000918518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>14105496.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-295.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>81000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406775"/>
        <valUSD>715.82000000</valUSD>
        <pctVal>0.000022269821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-81000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>704121.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>715.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>76880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670454"/>
        <valUSD>-17883.38000000</valUSD>
        <pctVal>-0.00055636848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-76880000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1014662.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17883.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06742312"/>
        </identifiers>
        <balance>1190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5412.98000000</valUSD>
        <pctVal>0.000168402812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11988294.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5412.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06799008"/>
        </identifiers>
        <balance>693360.19000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5412.40000000</valUSD>
        <pctVal>-0.00016838476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-693360.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51780000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5412.40000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817121"/>
        </identifiers>
        <balance>887228.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15933.90000000</valUSD>
        <pctVal>-0.00049571835</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-887228.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65580000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15933.90000000</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__06775235"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3353.88000000</valUSD>
        <pctVal>-0.00010434230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7075212.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3353.88000000</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>22080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-96730.70000000</valUSD>
        <pctVal>-0.00300938150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>3852529.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-96730.70000000</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__06697116"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2477.44000000</valUSD>
        <pctVal>-0.00007707544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7701022.50000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2477.44000000</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>6840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-26184.53000000</valUSD>
        <pctVal>-0.00081462493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6840000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1197227.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-26184.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>13340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530625"/>
        <valUSD>-14680.21000000</valUSD>
        <pctVal>-0.00045671490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13340000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>819314.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14680.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>487000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518492"/>
        <valUSD>589.80000000</valUSD>
        <pctVal>0.000018349223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-487000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>410117.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>589.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811789"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-625.07000000</valUSD>
        <pctVal>-0.00001944650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6996936.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-625.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670408"/>
        <valUSD>-12831.30000000</valUSD>
        <pctVal>-0.00039919360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>618408.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12831.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>24000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17494052"/>
        <valUSD>29.93000000</valUSD>
        <pctVal>0.000000931149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-24000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>20211.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811806"/>
        </identifiers>
        <balance>405347.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>816.31000000</valUSD>
        <pctVal>0.000025396158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405347.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>816.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06742278"/>
        </identifiers>
        <balance>2398692.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458664"/>
        <valUSD>-3005.79000000</valUSD>
        <pctVal>-0.00009351290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2398692.92000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3005.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817107"/>
        </identifiers>
        <balance>734372.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13873.66000000</valUSD>
        <pctVal>-0.00043162238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734372.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54230000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13873.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06688918"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9598.25000000</valUSD>
        <pctVal>0.000298610431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2379395.31000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9598.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06716126"/>
        </identifiers>
        <balance>7897634.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>3509.93000000</valUSD>
        <pctVal>0.000109197167</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7897634.36000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3509.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTJPY__06831016"/>
        </identifiers>
        <balance>765743.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1556.02000000</valUSD>
        <pctVal>-0.00004840922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-765743.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>88000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1556.02000000</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__06835420"/>
        </identifiers>
        <balance>882109.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4906.50000000</valUSD>
        <pctVal>0.000152645751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-882109.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4906.50000000</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__06835903"/>
        </identifiers>
        <balance>724586.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32.82000000</valUSD>
        <pctVal>-0.00000102106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-724586.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6560000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-32.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>153000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17514848"/>
        <valUSD>197.34000000</valUSD>
        <pctVal>0.000006139429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-153000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>128857.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>197.34000000</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__06688929"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>5751.71000000</valUSD>
        <pctVal>0.000178941015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2226189.60000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5751.71000000</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>95000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500051"/>
        <valUSD>2270.07000000</valUSD>
        <pctVal>0.000070623976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-95000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>827245.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2270.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805270"/>
        </identifiers>
        <balance>723788.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8471.33000000</valUSD>
        <pctVal>-0.00026355090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-723788.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53840000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8471.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831202"/>
        </identifiers>
        <balance>433127.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2293.68000000</valUSD>
        <pctVal>0.000071358505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-433127.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32420000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2293.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811848"/>
        </identifiers>
        <balance>851998.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11394.79000000</valUSD>
        <pctVal>-0.00035450245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-851998.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>63270000.00000000</amtCurPur>
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            <unrealizedAppr>-11394.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716055"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4045.63000000</valUSD>
        <pctVal>0.000125863289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9819660.75000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4045.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>34860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670474"/>
        <valUSD>-12576.74000000</valUSD>
        <pctVal>-0.00039127400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-34860000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>455614.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12576.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>47730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26733980"/>
        <valUSD>7983.87000000</valUSD>
        <pctVal>0.000248385576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47730000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>642123.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7983.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705893"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-250.00000000</valUSD>
        <pctVal>-0.00000777773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7309269.66000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-250.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750053"/>
        </identifiers>
        <balance>7631837.85000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076525"/>
        <valUSD>-12049.13000000</valUSD>
        <pctVal>-0.00037485957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7631837.85000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12049.13000000</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__06835879"/>
        </identifiers>
        <balance>749966.82000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1114.12000000</valUSD>
        <pctVal>-0.00003466130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-749966.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6780000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1114.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>84000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406840"/>
        <valUSD>-12.24000000</valUSD>
        <pctVal>-0.00000038079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>729445.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-12.24000000</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>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406855"/>
        <valUSD>26.15000000</valUSD>
        <pctVal>0.000000813550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>981320.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>26.15000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06750152"/>
        </identifiers>
        <balance>27734841.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>692370.77000000</valUSD>
        <pctVal>0.021540294751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-27734841.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>583260000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>692370.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06697083"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>20806.78000000</valUSD>
        <pctVal>0.000647318161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7408064.88000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20806.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>452000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516995"/>
        <valUSD>740.48000000</valUSD>
        <pctVal>0.000023037017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-452000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>380835.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>740.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732785"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>18253.52000000</valUSD>
        <pctVal>0.000567883882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1060000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10797128.20000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18253.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK MERCANTILE EXCHANGE</name>
        <lei>5493008GFNDTXFPHWI47</lei>
        <title>NY Harb ULSD Fut  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOH2 COMDTY"/>
        </identifiers>
        <balance>259.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>631213.80000000</valUSD>
        <pctVal>0.019637644874</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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX NY Harbor ULSD Futures</issueTitle>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2022-02-28</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>631213.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742290"/>
        </identifiers>
        <balance>2488298.12000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1452.62000000</valUSD>
        <pctVal>0.000045192351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2488298.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13920000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1452.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI TAIWAN ETF</title>
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          <isin value="US46434G7723"/>
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        <balance>143433.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9554072.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITIES EXCHANGE CENTER</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  Feb22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCG2 COMDTY"/>
        </identifiers>
        <balance>873.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1525550.00000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2022-02-24</expDate>
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            <unrealizedAppr>1525550.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732778"/>
        </identifiers>
        <balance>1040000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>17543.55000000</valUSD>
        <pctVal>0.000545796059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1040000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10590184.28000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>74000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17509977"/>
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        <pctVal>0.000005346723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-74000000.00000000</amtCurSold>
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            <amtCurPur>62399.87000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>171.86000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>487000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518492"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-487000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTRUB__06831175"/>
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        <balance>696464.99000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>-0.00035591270</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-696464.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51560000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06799004"/>
        </identifiers>
        <balance>18332370.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>164833.70000000</valUSD>
        <pctVal>0.005128128795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-18332370.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>167450000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>164833.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805285"/>
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        <balance>435444.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8034.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-435444.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33020000.00000000</amtCurPur>
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            <unrealizedAppr>8034.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769885"/>
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        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-47.29000000</valUSD>
        <pctVal>-0.00000147123</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>84000000.00000000</balance>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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          <other otherDesc="Internal ID" value="CCTSEK__06835886"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>94770000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <ticker value="USD"/>
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        <balance>485000000.00000000</balance>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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        <balance>12224620.10000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>3305.17000000</valUSD>
        <pctVal>0.000102826894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-12224620.10000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1190000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3305.17000000</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>31210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670344"/>
        <valUSD>-10274.98000000</valUSD>
        <pctVal>-0.00031966412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31210000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>408894.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10274.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>488000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518200"/>
        <valUSD>1670.15000000</valUSD>
        <pctVal>0.000051959910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-488000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>412038.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1670.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724264"/>
        </identifiers>
        <balance>8796205.56000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076531"/>
        <valUSD>-18921.50000000</valUSD>
        <pctVal>-0.00058866535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8796205.56000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18921.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>9910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-52746.97000000</valUSD>
        <pctVal>-0.00164100700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9910000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1719769.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-52746.97000000</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>260000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061943"/>
        <valUSD>75.13000000</valUSD>
        <pctVal>0.000002337363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-260000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>178081.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>75.13000000</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__06817144"/>
        </identifiers>
        <balance>420212.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2601.59000000</valUSD>
        <pctVal>0.000080937870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-420212.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>361000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2601.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769860"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>18791.24000000</valUSD>
        <pctVal>0.000584612848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7289945.59000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18791.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06697064"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5235.65000000</valUSD>
        <pctVal>0.000162885911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2315898.50000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>5235.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836005"/>
        </identifiers>
        <balance>742852.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2096.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-742852.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>550000.00000000</amtCurPur>
            <curPur>GBP</curPur>
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            <unrealizedAppr>2096.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06798958"/>
        </identifiers>
        <balance>32238688.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>238403.56000000</valUSD>
        <pctVal>0.007416955155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-32238688.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28550000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>238403.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835585"/>
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        <balance>849390.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-849390.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811904"/>
        </identifiers>
        <balance>412899.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7571.25000000</valUSD>
        <pctVal>0.000235548587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-412899.96000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
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        <balance>850000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4336.84000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-850000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06798940"/>
        </identifiers>
        <balance>2089073.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53686.28000000</valUSD>
        <pctVal>0.001670229803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2089073.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11980000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>53686.28000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>93000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406865"/>
        <valUSD>49.58000000</valUSD>
        <pctVal>0.000001542479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>807663.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</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 - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688978"/>
        </identifiers>
        <balance>13588387.89000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>11915.06000000</valUSD>
        <pctVal>0.000370688532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13588387.89000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1330000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11915.06000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805258"/>
        </identifiers>
        <balance>710342.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8179.00000000</valUSD>
        <pctVal>-0.00025445625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-710342.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52850000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8179.00000000</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>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
        <valUSD>-14134.44000000</valUSD>
        <pctVal>-0.00043973549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52730000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>694062.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14134.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06831138"/>
        </identifiers>
        <balance>870318.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9679.17000000</valUSD>
        <pctVal>0.000301127927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-870318.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4920000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9679.17000000</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>4720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-10749.97000000</valUSD>
        <pctVal>-0.00033444150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4720000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>3489998.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10749.97000000</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>171000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500004"/>
        <valUSD>4086.12000000</valUSD>
        <pctVal>0.000127122970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-171000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1489041.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4086.12000000</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>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
        <valUSD>-1534.20000000</valUSD>
        <pctVal>-0.00004773038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>369344.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1534.20000000</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__06750064"/>
        </identifiers>
        <balance>10877422.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-15980.83000000</valUSD>
        <pctVal>-0.00049717839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10877422.05000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1070000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15980.83000000</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__06775229"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1838.16000000</valUSD>
        <pctVal>-0.00005718685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7294892.51000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1838.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06742300"/>
        </identifiers>
        <balance>1854026.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9709.28000000</valUSD>
        <pctVal>0.000302064677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1854026.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10420000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9709.28000000</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__06811774"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1130.24000000</valUSD>
        <pctVal>0.000035162811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7321764.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1130.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805278"/>
        </identifiers>
        <balance>85328.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1701.71000000</valUSD>
        <pctVal>0.000052941771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-85328.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6480000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1701.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835516"/>
        </identifiers>
        <balance>915575.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5556.91000000</valUSD>
        <pctVal>0.000172880607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-915575.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>810000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>5556.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06666845"/>
        </identifiers>
        <balance>2445807.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458668"/>
        <valUSD>-14683.46000000</valUSD>
        <pctVal>-0.00045681601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2445807.52000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14683.46000000</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__06799006"/>
        </identifiers>
        <balance>805225.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5808.48000000</valUSD>
        <pctVal>-0.00018070718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-805225.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60170000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5808.48000000</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__06742335"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7101.70000000</valUSD>
        <pctVal>0.000220940452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6785471.90000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7101.70000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06811797"/>
        </identifiers>
        <balance>35709275.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>493913.67000000</valUSD>
        <pctVal>0.015366110896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35709275.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26730000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>493913.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06724248"/>
        </identifiers>
        <balance>4451437.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77333.09000000</valUSD>
        <pctVal>0.002405903924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4451437.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25320000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>77333.09000000</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__06817155"/>
        </identifiers>
        <balance>979087.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3573.23000000</valUSD>
        <pctVal>0.000111166488</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-979087.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>839000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3573.23000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06775246"/>
        </identifiers>
        <balance>98800.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>807.24000000</valUSD>
        <pctVal>0.000025113982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-98800.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>310000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>807.24000000</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__06732815"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4468.64000000</valUSD>
        <pctVal>-0.00013902352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8712790.11000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4468.64000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06750046"/>
        </identifiers>
        <balance>50375893.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>470250.66000000</valUSD>
        <pctVal>0.014629932779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-50375893.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>46310000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>470250.66000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOH2 COMDTY"/>
        </identifiers>
        <balance>-357.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-287124.00000000</valUSD>
        <pctVal>-0.00893269308</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>2022-03-14</expDate>
            <notionalAmt>-11821602.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-287124.00000000</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>13010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-57589.72000000</valUSD>
        <pctVal>-0.00179166943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-13010000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2269397.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-57589.72000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835985"/>
        </identifiers>
        <balance>1334866.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6040.02000000</valUSD>
        <pctVal>0.000187910606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1334866.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6040.02000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811916"/>
        </identifiers>
        <balance>414324.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6146.42000000</valUSD>
        <pctVal>0.000191220808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-414324.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>359000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6146.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836024"/>
        </identifiers>
        <balance>1807552.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7411.58000000</valUSD>
        <pctVal>0.000230581105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1807552.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1340000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7411.58000000</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>330000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>2760.13000000</valUSD>
        <pctVal>0.000085870196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-330000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389265.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2760.13000000</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__06716121"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3646.63000000</valUSD>
        <pctVal>-0.00011345003</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11397694.23000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3646.63000000</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__06716041"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>23352.40000000</valUSD>
        <pctVal>0.000726514753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7831882.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23352.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799031"/>
        </identifiers>
        <balance>734912.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17471.43000000</valUSD>
        <pctVal>0.000543552339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734912.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56020000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17471.43000000</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>352000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399149"/>
        <valUSD>3589.70000000</valUSD>
        <pctVal>0.000111678885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-352000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>415862.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3589.70000000</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>43920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670383"/>
        <valUSD>-14371.90000000</valUSD>
        <pctVal>-0.00044712309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43920000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>575501.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14371.90000000</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 - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06769910"/>
        </identifiers>
        <balance>14505605.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>577982.43000000</valUSD>
        <pctVal>0.017981567741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14505605.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>309480000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>577982.43000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805287"/>
        </identifiers>
        <balance>404124.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7524.32000000</valUSD>
        <pctVal>0.000234088551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404124.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30650000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7524.32000000</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__06688973"/>
        </identifiers>
        <balance>7051917.30000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>5927.15000000</valUSD>
        <pctVal>0.000184399116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7051917.30000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5927.15000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716143"/>
        </identifiers>
        <balance>463467.83000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5517.29000000</valUSD>
        <pctVal>-0.00017164799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-463467.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>391000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5517.29000000</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  May22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLK2 COMDTY"/>
        </identifiers>
        <balance>69.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>248760.00000000</valUSD>
        <pctVal>0.007739153578</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>2022-04-20</expDate>
            <notionalAmt>4853100.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>248760.00000000</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>6960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-27123.49000000</valUSD>
        <pctVal>-0.00084383684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6960000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1217751.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27123.49000000</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__06724311"/>
        </identifiers>
        <balance>16571903.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>12233.77000000</valUSD>
        <pctVal>0.000380603894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-16571903.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1620000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12233.77000000</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__06769890"/>
        </identifiers>
        <balance>25338.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-110.46000000</valUSD>
        <pctVal>-0.00000343651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25338.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-110.46000000</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__06705907"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3327.75000000</valUSD>
        <pctVal>0.000103529379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7753575.30000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3327.75000000</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__06742319"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3161.35000000</valUSD>
        <pctVal>0.000098352521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7152077.93000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3161.35000000</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>12810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-30184.39000000</valUSD>
        <pctVal>-0.00093906427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12810000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2261030.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-30184.39000000</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>340000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>-8501.78000000</valUSD>
        <pctVal>-0.00026449823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-340000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389716.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8501.78000000</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__06716007"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>34604.05000000</valUSD>
        <pctVal>0.001076563986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9436241.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>34604.05000000</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__06817086"/>
        </identifiers>
        <balance>1874616.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16677.54000000</valUSD>
        <pctVal>0.000518853687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1874616.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2550000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16677.54000000</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__06705883"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-445.38000000</valUSD>
        <pctVal>-0.00001385618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9470066.92000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-445.38000000</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__06705874"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>33087.76000000</valUSD>
        <pctVal>0.001029390803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9322525.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>33087.76000000</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>87000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500028"/>
        <valUSD>1782.16000000</valUSD>
        <pctVal>0.000055444645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>757285.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1782.16000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836021"/>
        </identifiers>
        <balance>1348830.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5621.03000000</valUSD>
        <pctVal>0.000174875439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1348830.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>5621.03000000</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__06817069"/>
        </identifiers>
        <balance>394821.03000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-430.02000000</valUSD>
        <pctVal>-0.00001337831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-394821.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>469000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-430.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817103"/>
        </identifiers>
        <balance>760345.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14470.40000000</valUSD>
        <pctVal>-0.00045018752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-760345.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56140000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14470.40000000</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__06716089"/>
        </identifiers>
        <balance>1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1280.40000000</valUSD>
        <pctVal>-0.00003983442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11110177.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1280.40000000</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>91000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406779"/>
        <valUSD>735.44000000</valUSD>
        <pctVal>0.000022880218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>790981.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>735.44000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811876"/>
        </identifiers>
        <balance>469101.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8356.73000000</valUSD>
        <pctVal>0.000259985596</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-469101.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35550000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8356.73000000</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__06724337"/>
        </identifiers>
        <balance>10554663.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>5767.12000000</valUSD>
        <pctVal>0.000179420434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10554663.38000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1030000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5767.12000000</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>169000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406824"/>
        <valUSD>1978.96000000</valUSD>
        <pctVal>0.000061567275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-169000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1469578.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1978.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
        <balance>927428.20000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750129"/>
        </identifiers>
        <balance>10238222.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>1000000.00000000</amtCurPur>
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            <unrealizedAppr>6595.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>65570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734025"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <unrealizedAppr>9015.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>67370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-1140889.96000000</valUSD>
        <pctVal>-0.03549414140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-67370000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1140889.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732797"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8377.62000000</valUSD>
        <pctVal>0.000260635503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7097748.70000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8377.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724277"/>
        </identifiers>
        <balance>6942459.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076524"/>
        <valUSD>-13523.68000000</valUSD>
        <pctVal>-0.00042073418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6942459.32000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>680000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13523.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811852"/>
        </identifiers>
        <balance>813053.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11510.18000000</valUSD>
        <pctVal>-0.00035809234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-813053.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60330000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11510.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805263"/>
        </identifiers>
        <balance>717248.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6581.35000000</valUSD>
        <pctVal>-0.00020475188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-717248.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53490000.00000000</amtCurPur>
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            <unrealizedAppr>-6581.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811853"/>
        </identifiers>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805199"/>
        </identifiers>
        <balance>730000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-730000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTAUD__06742281"/>
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        <balance>44391139.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>731797.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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              <counterpartyLei>N/A</counterpartyLei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="USD"/>
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        <balance>830000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="USD"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>CURRENCY CONTRACT - USD</title>
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            <counterparties>
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            <amtCurPur>2291313.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3867.40000000</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__06716050"/>
        </identifiers>
        <balance>1170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>34956.52000000</valUSD>
        <pctVal>0.001087529654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1170000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12048209.55000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>34956.52000000</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>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>-743.28000000</valUSD>
        <pctVal>-0.00002312412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>512737.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-743.28000000</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__06805213"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1505.22000000</valUSD>
        <pctVal>0.000046828785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8148993.78000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1505.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724350"/>
        </identifiers>
        <balance>7901910.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>3037.61000000</valUSD>
        <pctVal>0.000094502855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7901910.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>770000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3037.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817058"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>753.46000000</valUSD>
        <pctVal>0.000023440837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7730271.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>753.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06679013"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>12411.11000000</valUSD>
        <pctVal>0.000386121106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2344848.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12411.11000000</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__06835699"/>
        </identifiers>
        <balance>6898176.33000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
        <valUSD>2872.16000000</valUSD>
        <pctVal>0.000089355552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6898176.33000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2872.16000000</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>191000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516880"/>
        <valUSD>358.61000000</valUSD>
        <pctVal>0.000011156688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>160974.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>358.61000000</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__06732855"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3798.19000000</valUSD>
        <pctVal>-0.00011816520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8512900.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3798.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06816996"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1866.78000000</valUSD>
        <pctVal>0.000058077251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7542021.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1866.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06715988"/>
        </identifiers>
        <balance>2260223.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458664"/>
        <valUSD>-2811.73000000</valUSD>
        <pctVal>-0.00008747551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2260223.49000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2811.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17497419"/>
        <valUSD>30.08000000</valUSD>
        <pctVal>0.000000935816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-35000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>29462.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>30.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06781728"/>
        </identifiers>
        <balance>13523.68000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68.98000000</valUSD>
        <pctVal>-0.00000214603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-13523.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-68.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835728"/>
        </identifiers>
        <balance>61733562.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>176192.75000000</valUSD>
        <pctVal>0.005481519342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-61733562.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45710000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>176192.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781749"/>
        </identifiers>
        <balance>844902.54000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14263.38000000</valUSD>
        <pctVal>-0.00044374693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-844902.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62520000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14263.38000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835777"/>
        </identifiers>
        <balance>757560.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3030.88000000</valUSD>
        <pctVal>0.000094293478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-757560.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>3030.88000000</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__06835552"/>
        </identifiers>
        <balance>1018719.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4761.34000000</valUSD>
        <pctVal>0.000148129689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1018719.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4761.34000000</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>40000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>314.20000000</valUSD>
        <pctVal>0.000009775052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>347674.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>314.20000000</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__06811901"/>
        </identifiers>
        <balance>417140.69000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8015.44000000</valUSD>
        <pctVal>0.000249367748</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-417140.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>363000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8015.44000000</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__06790192"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1110.49000000</valUSD>
        <pctVal>-0.00003454837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7404459.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1110.49000000</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__06769858"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>17995.28000000</valUSD>
        <pctVal>0.000559849797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7182583.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17995.28000000</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__06805234"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2020.68000000</valUSD>
        <pctVal>0.000062865222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6917908.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2020.68000000</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__06817010"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2422.40000000</valUSD>
        <pctVal>0.000075363103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9804966.15000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2422.40000000</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__06817087"/>
        </identifiers>
        <balance>64365.06000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1221.54000000</valUSD>
        <pctVal>-0.00003800323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-64365.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1221.54000000</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__06781732"/>
        </identifiers>
        <balance>31258.55000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-144.55000000</valUSD>
        <pctVal>-0.00000449708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31258.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-144.55000000</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__06742332"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>8245.85000000</valUSD>
        <pctVal>0.000256536016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7497949.36000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8245.85000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061942"/>
        <valUSD>85.65000000</valUSD>
        <pctVal>0.000002664650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>493027.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>85.65000000</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__06790178"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>14063.62000000</valUSD>
        <pctVal>0.000437532220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7348585.03000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14063.62000000</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__06831187"/>
        </identifiers>
        <balance>149385.75000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1779.03000000</valUSD>
        <pctVal>-0.00005534726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-149385.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11180000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>-1779.03000000</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__06831409"/>
        </identifiers>
        <balance>807295.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2304.94000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-807295.40000000</amtCurSold>
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            <amtCurPur>7330000.00000000</amtCurPur>
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            <unrealizedAppr>2304.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835994"/>
        </identifiers>
        <balance>1321794.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5567.41000000</valUSD>
        <pctVal>0.000173207272</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1321794.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>980000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>5567.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732803"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>7828.81000000</valUSD>
        <pctVal>0.000243561516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7193248.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7828.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06798972"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>222.34000000</valUSD>
        <pctVal>0.000006917202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7416524.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>222.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817056"/>
        </identifiers>
        <balance>970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1580.84000000</valUSD>
        <pctVal>0.000049181393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-970000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10003306.39000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1580.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>78000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>103.37000000</valUSD>
        <pctVal>0.000003215936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>65695.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>103.37000000</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__06742353"/>
        </identifiers>
        <balance>37321112.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>18045.95000000</valUSD>
        <pctVal>0.000561426187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37321112.92000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>3640000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>18045.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06835836"/>
        </identifiers>
        <balance>812526.53000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-578.65000000</valUSD>
        <pctVal>-0.00001800233</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-812526.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7160000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-578.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>53110000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734042"/>
        <valUSD>10990.29000000</valUSD>
        <pctVal>0.000341918082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53110000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>716608.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10990.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781741"/>
        </identifiers>
        <balance>796764.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13688.91000000</valUSD>
        <pctVal>-0.00042587464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-796764.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58940000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13688.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>82070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670443"/>
        <valUSD>-19719.29000000</valUSD>
        <pctVal>-0.00061348534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-82070000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1082532.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19719.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817052"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>522.14000000</valUSD>
        <pctVal>0.000016244258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-700000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7213280.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>522.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>45710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73830650"/>
        <valUSD>-177859.02000000</valUSD>
        <pctVal>-0.00553335854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-45710000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>61734097.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-177859.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757484"/>
        </identifiers>
        <balance>371178.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3697.25000000</valUSD>
        <pctVal>-0.00011502486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-371178.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>437000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3697.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-44078.99000000</valUSD>
        <pctVal>-0.00137133812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8350000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1449413.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-44078.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835890"/>
        </identifiers>
        <balance>773444.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-293.02000000</valUSD>
        <pctVal>-0.00000911612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-773444.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7000000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-293.02000000</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>117000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>282.54000000</valUSD>
        <pctVal>0.000008790080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-117000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>98670.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>282.54000000</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__06716011"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>29090.46000000</valUSD>
        <pctVal>0.000905031104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8283859.20000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>29090.46000000</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__06750137"/>
        </identifiers>
        <balance>7172844.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>3944.61000000</valUSD>
        <pctVal>0.000122720463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7172844.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3944.61000000</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__06742341"/>
        </identifiers>
        <balance>8559207.55000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-14804.33000000</valUSD>
        <pctVal>-0.00046057639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8559207.55000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14804.33000000</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>366000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499987"/>
        <valUSD>7303.25000000</valUSD>
        <pctVal>0.000227210859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>3185628.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7303.25000000</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__06757511"/>
        </identifiers>
        <balance>21301102.39000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>295407.51000000</valUSD>
        <pctVal>0.009190400740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-21301102.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31550000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>295407.51000000</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__06769911"/>
        </identifiers>
        <balance>10373858.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>347433.55000000</valUSD>
        <pctVal>0.010808978942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10373858.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>94570000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>347433.55000000</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__06831208"/>
        </identifiers>
        <balance>659453.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3885.47000000</valUSD>
        <pctVal>0.000120880563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-659453.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49390000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3885.47000000</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 - ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTZAR__06790251"/>
        </identifiers>
        <balance>32678.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168.84000000</valUSD>
        <pctVal>-0.00000525276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-32678.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>520000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-168.84000000</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__06835854"/>
        </identifiers>
        <balance>1080473.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2033.94000000</valUSD>
        <pctVal>-0.00006327775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1080473.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9510000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-2033.94000000</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__06835900"/>
        </identifiers>
        <balance>930200.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2418.52000000</valUSD>
        <pctVal>-0.00007524239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-930200.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8400000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-2418.52000000</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__06732844"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2931.23000000</valUSD>
        <pctVal>-0.00009119327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7490955.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2931.23000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757494"/>
        </identifiers>
        <balance>379306.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3415.87000000</valUSD>
        <pctVal>-0.00010627087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-379306.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>447000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</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 - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670455"/>
        <valUSD>-11061.57000000</valUSD>
        <pctVal>-0.00034413566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35980000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>472172.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11061.57000000</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>119000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406831"/>
        <valUSD>233.99000000</valUSD>
        <pctVal>0.000007279645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1033632.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>233.99000000</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__06811866"/>
        </identifiers>
        <balance>761283.23000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10227.06000000</valUSD>
        <pctVal>-0.00031817329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-761283.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56530000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10227.06000000</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>35000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>240.56000000</valUSD>
        <pctVal>0.000007484043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>304181.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>240.56000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811826"/>
        </identifiers>
        <balance>15962.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15.04000000</valUSD>
        <pctVal>0.000000467908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15962.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15.04000000</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__06817158"/>
        </identifiers>
        <balance>442230.05000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1665.74000000</valUSD>
        <pctVal>0.000051822711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-442230.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>379000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1665.74000000</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__06831178"/>
        </identifiers>
        <balance>737202.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11655.80000000</valUSD>
        <pctVal>-0.00036262271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-737202.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54610000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11655.80000000</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__06697063"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5018.47000000</valUSD>
        <pctVal>0.000156129241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2269126.79000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5018.47000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06790208"/>
        </identifiers>
        <balance>407849.63000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1685.75000000</valUSD>
        <pctVal>-0.00005244524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407849.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>483000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1685.75000000</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__06724347"/>
        </identifiers>
        <balance>9334012.87000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>4098.94000000</valUSD>
        <pctVal>0.000127521812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9334012.87000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>910000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4098.94000000</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__06750062"/>
        </identifiers>
        <balance>10062309.71000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-14576.59000000</valUSD>
        <pctVal>-0.00045349119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10062309.71000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>990000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14576.59000000</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>63870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670474"/>
        <valUSD>-19423.63000000</valUSD>
        <pctVal>-0.00060428708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-63870000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>838390.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-19423.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06817151"/>
        </identifiers>
        <balance>390866.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1495.15000000</valUSD>
        <pctVal>0.000046515498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390866.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>335000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1495.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688954"/>
        </identifiers>
        <balance>7581234.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076534"/>
        <valUSD>-17687.83000000</valUSD>
        <pctVal>-0.00055028474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7581234.88000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-17687.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781715"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9138.11000000</valUSD>
        <pctVal>0.000284295050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7104456.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9138.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724293"/>
        </identifiers>
        <balance>7175047.60000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>3701.19000000</valUSD>
        <pctVal>0.000115147442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7175047.60000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>3701.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES CHINA LARGE-CAP E</title>
        <cusip>464287184</cusip>
        <identifiers>
          <isin value="US4642871846"/>
        </identifiers>
        <balance>250637.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9168301.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705848"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>24667.18000000</valUSD>
        <pctVal>0.000767418774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-730000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7542457.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>24667.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06716124"/>
        </identifiers>
        <balance>7595997.88000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>2703.38000000</valUSD>
        <pctVal>0.000084104651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7595997.88000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2703.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790175"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14748.34000000</valUSD>
        <pctVal>0.000458834492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-760000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7755987.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14748.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835788"/>
        </identifiers>
        <balance>431405.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1381.68000000</valUSD>
        <pctVal>0.000042985342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-431405.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32320000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>1381.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670448"/>
        <valUSD>-11696.38000000</valUSD>
        <pctVal>-0.00036388519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35210000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>461195.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11696.38000000</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__06831412"/>
        </identifiers>
        <balance>791396.48000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1636.32000000</valUSD>
        <pctVal>0.000050907427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-791396.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7180000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1636.32000000</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>4660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-23334.11000000</valUSD>
        <pctVal>-0.00072594573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4660000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>810160.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-23334.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811869"/>
        </identifiers>
        <balance>713328.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9437.84000000</valUSD>
        <pctVal>-0.00029361992</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-713328.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52980000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9437.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732894"/>
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        <balance>2336990.44000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28818.00000000</valUSD>
        <pctVal>-0.00089655462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-2336990.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173730000.00000000</amtCurPur>
            <curPur>RUB</curPur>
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            <unrealizedAppr>-28818.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805205"/>
        </identifiers>
        <balance>430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>4739.40000000</valUSD>
        <pctVal>0.000147447115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-430000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <curPur>NOK</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06811913"/>
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        <balance>413990.34000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000201625857</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-413990.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>359000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>6480.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750040"/>
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        <balance>2362188.42000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-5333.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
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        <title>Euro-OAT Future   Mar22</title>
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          <isin value="DE000C6EBRC3"/>
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        <balance>1091.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                  <isin value="N/A"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>810000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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          <ticker value="USD"/>
        </identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06750065"/>
        </identifiers>
        <balance>10167582.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTSEK__06705909"/>
        </identifiers>
        <balance>940000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5282.03000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>-940000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06769859"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-670000.00000000</amtCurSold>
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            <unrealizedAppr>17601.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>850000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>8029901.28000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06757435"/>
        </identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>52730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670469"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <curSold>INR</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <balance>726654.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2024.64000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>7390000.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>740000.00000000</balance>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4920000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>854248.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-25749.87000000</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>-608.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32137.50000000</valUSD>
        <pctVal>-0.00099982733</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>2022-09-19</expDate>
            <notionalAmt>-150744262.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-32137.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06798971"/>
        </identifiers>
        <balance>1840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1297.67000000</valUSD>
        <pctVal>-0.00004037171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>18936450.16000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1297.67000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817133"/>
        </identifiers>
        <balance>739596.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10772.55000000</valUSD>
        <pctVal>0.000335143989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-739596.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10772.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>59900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180723"/>
        <valUSD>8554.31000000</valUSD>
        <pctVal>0.000266132492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-59900000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>799398.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>8554.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817122"/>
        </identifiers>
        <balance>349476.91000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5360.18000000</valUSD>
        <pctVal>0.000166760155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-349476.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26420000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5360.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732776"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>19124.94000000</valUSD>
        <pctVal>0.000594994564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11707881.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19124.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>7790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-28818.17000000</valUSD>
        <pctVal>-0.00089655991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7790000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1364512.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28818.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705889"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1430.07000000</valUSD>
        <pctVal>-0.00004449079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-780000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8019442.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1430.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732796"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8486.02000000</valUSD>
        <pctVal>0.000264007927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <unrealizedAppr>8486.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>EURO-BOBL FUTURE  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C6EBR81"/>
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        <balance>-2540.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87935250"/>
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        <payoffProfile>Short</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>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <isin value="N/A"/>
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            <expDate>2022-03-08</expDate>
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            <curCd>EUR</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750048"/>
        </identifiers>
        <balance>11488748.53000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-17033.12000000</valUSD>
        <pctVal>-0.00052991611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-11488748.53000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1130000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724271"/>
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        <balance>7773017.04000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-16678.94000000</valUSD>
        <pctVal>-0.00051889724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7773017.04000000</amtCurSold>
            <curSold>NOK</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817110"/>
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        <balance>811427.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14003.36000000</valUSD>
        <pctVal>-0.00043565747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-811427.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60020000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14003.36000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
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        <balance>385654.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5535.92000000</valUSD>
        <pctVal>0.000172227589</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-385654.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>334000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>5535.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06688957"/>
        </identifiers>
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        <pctVal>0.000572031279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>352000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399149"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750136"/>
        </identifiers>
        <balance>7272620.17000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>4298.45000000</valUSD>
        <pctVal>0.000133728753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <unrealizedAppr>4298.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750052"/>
        </identifiers>
        <balance>8850926.47000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
        <valUSD>-13749.63000000</valUSD>
        <pctVal>-0.00042776370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8850926.47000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>870000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13749.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705853"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>21682.35000000</valUSD>
        <pctVal>0.000674557953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-680000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7014425.08000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>21682.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061941"/>
        <valUSD>-134.43000000</valUSD>
        <pctVal>-0.00000418224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>NZD</curSold>
            <amtCurPur>150486.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-134.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798962"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>16996.88000000</valUSD>
        <pctVal>0.000528788650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7173777.10000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16996.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06835830"/>
        </identifiers>
        <balance>841982.93000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3952.92000000</valUSD>
        <pctVal>-0.00012297899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-841982.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7390000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06805198"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <pctVal>0.000392617689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>94000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499943"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-94000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06781710"/>
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        <balance>920000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-920000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>8900611.73000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
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        <pctVal>0.000201354258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-8900611.73000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
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        <identifiers>
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        <balance>680000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
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        <balance>405267.64000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-405267.64000000</amtCurSold>
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            <amtCurPur>481000000.00000000</amtCurPur>
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            <unrealizedAppr>-785.60000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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        <balance>105460000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670416"/>
        <valUSD>-28579.42000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-105460000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1387814.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28579.42000000</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>52740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670429"/>
        <valUSD>-14444.00000000</valUSD>
        <pctVal>-0.00044936619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52740000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>693887.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14444.00000000</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>6530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-20539.21000000</valUSD>
        <pctVal>-0.00063899381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6530000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1147425.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20539.21000000</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>347000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400193"/>
        <valUSD>-7808.72000000</valUSD>
        <pctVal>-0.00024293649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-347000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>398607.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7808.72000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805281"/>
        </identifiers>
        <balance>410703.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8063.82000000</valUSD>
        <pctVal>0.000250872895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-410703.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31180000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8063.82000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757486"/>
        </identifiers>
        <balance>174001.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1613.06000000</valUSD>
        <pctVal>-0.00005018378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-174001.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>205000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1613.06000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835983"/>
        </identifiers>
        <balance>1496657.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6783.24000000</valUSD>
        <pctVal>0.000211032867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1496657.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>6783.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799016"/>
        </identifiers>
        <balance>425994.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10903.21000000</valUSD>
        <pctVal>0.000339208943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-425994.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32530000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10903.21000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06775194"/>
        </identifiers>
        <balance>737314.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21057.98000000</valUSD>
        <pctVal>0.000655133225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-737314.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4240000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>21057.98000000</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__06811756"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5002.79000000</valUSD>
        <pctVal>0.000155641421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2314959.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5002.79000000</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>29890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26316825"/>
        <valUSD>-413744.48000000</valUSD>
        <pctVal>-0.01287197327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-29890000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>23248978.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-413744.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811868"/>
        </identifiers>
        <balance>736172.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9695.09000000</valUSD>
        <pctVal>-0.00030162321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-736172.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54680000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9695.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.11220005"/>
        <valUSD>-605.83000000</valUSD>
        <pctVal>-0.00001884793</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-380000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>121494.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-605.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805271"/>
        </identifiers>
        <balance>715704.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8226.47000000</valUSD>
        <pctVal>-0.00025593308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-715704.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53250000.00000000</amtCurPur>
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            <unrealizedAppr>-8226.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>7750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-38912.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7750000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1347263.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-38912.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688940"/>
        </identifiers>
        <balance>10144822.05000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-23930.92000000</valUSD>
        <pctVal>-0.00074451304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurPur>990000.00000000</amtCurPur>
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            <unrealizedAppr>-23930.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06732742"/>
        </identifiers>
        <balance>520000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>2530.97000000</valUSD>
        <pctVal>0.000078740816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2396777.24000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>2530.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06742376"/>
        </identifiers>
        <balance>1876210.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23614.63000000</valUSD>
        <pctVal>-0.00073467297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
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            <curSold>USD</curSold>
            <amtCurPur>139440000.00000000</amtCurPur>
            <curPur>RUB</curPur>
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            <unrealizedAppr>-23614.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06799003"/>
        </identifiers>
        <balance>659845.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11846.60000000</valUSD>
        <pctVal>0.000368558678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-659845.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2710000.00000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>11846.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697133"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1214.76000000</valUSD>
        <pctVal>-0.00003779230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8330329.17000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1214.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835892"/>
        </identifiers>
        <balance>830909.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-323.97000000</valUSD>
        <pctVal>-0.00001007900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-830909.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7520000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-323.97000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>52940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180759"/>
        <valUSD>9045.68000000</valUSD>
        <pctVal>0.000281419467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52940000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>707999.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>9045.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>333000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80398906"/>
        <valUSD>-1436.36000000</valUSD>
        <pctVal>-0.00004468648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-333000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1436.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835739"/>
        </identifiers>
        <balance>25789700.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8496.85000000</valUSD>
        <pctVal>-0.00026434485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-25789700.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>233390000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8496.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06769800"/>
        </identifiers>
        <balance>44303260.22000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1015989.60000000</valUSD>
        <pctVal>0.031608375737</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-44303260.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62330000.00000000</amtCurPur>
            <curPur>AUD</curPur>
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            <unrealizedAppr>1015989.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835723"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6946.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1010000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10338025.69000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6946.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3961.38000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-710000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705858"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>22025.86000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7418818.08000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>22025.86000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06705908"/>
        </identifiers>
        <balance>710000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3386.78000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-710000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
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        <balance>378733.93000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>720000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7439899.68000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>24415.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732884"/>
        </identifiers>
        <balance>2319468.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27372.37000000</valUSD>
        <pctVal>-0.00085157973</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2319468.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>172520000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27372.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>93000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499974"/>
        <valUSD>2215.22000000</valUSD>
        <pctVal>0.000068917542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-93000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>809822.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2215.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Inc</name>
        <lei>549300MGJZCNMJLBAJ67</lei>
        <title>ISHARES MSCI THAILAND ETF</title>
        <cusip>464286624</cusip>
        <identifiers>
          <isin value="US4642866242"/>
        </identifiers>
        <balance>62192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4735298.88000000</valUSD>
        <pctVal>0.147319525937</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>31220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670455"/>
        <valUSD>-10394.51000000</valUSD>
        <pctVal>-0.00032338281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-31220000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>408909.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10394.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836008"/>
        </identifiers>
        <balance>1417657.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4516.08000000</valUSD>
        <pctVal>0.000140499423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1417657.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1050000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4516.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-125.03000000</valUSD>
        <pctVal>-0.00000388979</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>181637.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-125.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>23940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-64554.54000000</valUSD>
        <pctVal>-0.00200835142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-23940000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4217387.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-64554.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811823"/>
        </identifiers>
        <balance>68882.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>72.63000000</valUSD>
        <pctVal>0.000002259586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-68882.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>82000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>72.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835721"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-6616.26000000</valUSD>
        <pctVal>-0.00020583796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9723141.70000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6616.26000000</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>55000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17504765"/>
        <valUSD>-29.93000000</valUSD>
        <pctVal>-0.00000093114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-55000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>46220.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06724231"/>
        </identifiers>
        <balance>660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2905.17000000</valUSD>
        <pctVal>0.000090382524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-660000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3040823.94000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2905.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>5430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34828299"/>
        <valUSD>-59490.64000000</valUSD>
        <pctVal>-0.00185080880</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-5430000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>3967853.81000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06835680"/>
        </identifiers>
        <balance>520000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1207.32000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-520000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2391436.84000000</amtCurPur>
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            <unrealizedAppr>1207.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06825964"/>
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        <balance>671801.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5399.49000000</valUSD>
        <pctVal>0.000167983125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-671801.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5399.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06716000"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>31320.54000000</valUSD>
        <pctVal>0.000974410955</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8704893.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>31320.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>167170000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-4376104.37000000</valUSD>
        <pctVal>-0.13614465265</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-167170000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>117170807.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4376104.37000000</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__06835486"/>
        </identifiers>
        <balance>928887.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3616.51000000</valUSD>
        <pctVal>0.000112512969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-928887.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3616.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06716104"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2030.50000000</valUSD>
        <pctVal>-0.00006317073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8528903.21000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2030.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06688990"/>
        </identifiers>
        <balance>7367016.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5246.51000000</valUSD>
        <pctVal>0.000163223776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7367016.96000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5246.51000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831221"/>
        </identifiers>
        <balance>755620.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4970.89000000</valUSD>
        <pctVal>0.000154648983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-755620.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56800000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>4970.89000000</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__06835573"/>
        </identifiers>
        <balance>803961.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3450.87000000</valUSD>
        <pctVal>0.000107359756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-803961.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3450.87000000</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__06835711"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2545.31000000</valUSD>
        <pctVal>-0.00007918694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7288490.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2545.31000000</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>35210000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-185449.45000000</valUSD>
        <pctVal>-0.00576950383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35210000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>23916392.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-185449.45000000</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__06716085"/>
        </identifiers>
        <balance>1320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2434.85000000</valUSD>
        <pctVal>-0.00007575043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>13571230.20000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2434.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811860"/>
        </identifiers>
        <balance>697201.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10184.12000000</valUSD>
        <pctVal>-0.00031683738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-697201.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51710000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10184.12000000</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__06781721"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>11987.07000000</valUSD>
        <pctVal>0.000372928829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7631290.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11987.07000000</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>52780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670482"/>
        <valUSD>-16041.02000000</valUSD>
        <pctVal>-0.00049905096</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52780000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692827.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16041.02000000</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__06742344"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4624.23000000</valUSD>
        <pctVal>-0.00014386407</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7784567.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4624.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4300000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092109"/>
        <valUSD>-21921.18000000</valUSD>
        <pctVal>-0.00068198817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4300000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>747182.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21921.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>93000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406865"/>
        <valUSD>-111.72000000</valUSD>
        <pctVal>-0.00000347571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>807501.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-111.72000000</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>332000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399124"/>
        <valUSD>-8371.52000000</valUSD>
        <pctVal>-0.00026044572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-332000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>380476.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8371.52000000</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__06835444"/>
        </identifiers>
        <balance>1401596.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8531.68000000</valUSD>
        <pctVal>0.000265428452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1401596.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1240000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>8531.68000000</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__06817060"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-95.80000000</valUSD>
        <pctVal>-0.00000298042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7310665.52000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-95.80000000</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__06817071"/>
        </identifiers>
        <balance>386288.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-307.03000000</valUSD>
        <pctVal>-0.00000955198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-386288.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>459000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-307.03000000</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>550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34815001"/>
        <valUSD>-1531.50000000</valUSD>
        <pctVal>-0.00004764638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>SGD</curSold>
            <amtCurPur>406434.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-1531.50000000</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__06688985"/>
        </identifiers>
        <balance>7565773.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>6042.11000000</valUSD>
        <pctVal>0.000187975628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7565773.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6042.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811855"/>
        </identifiers>
        <balance>785518.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10813.56000000</valUSD>
        <pctVal>-0.00033641984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-785518.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58310000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10813.56000000</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__06775221"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1713.63000000</valUSD>
        <pctVal>-0.00005331261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7193040.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1713.63000000</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>57000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17525063"/>
        <valUSD>111.31000000</valUSD>
        <pctVal>0.000003462957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>48043.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>111.31000000</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__06732801"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>9961.00000000</valUSD>
        <pctVal>0.000309895918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6911033.80000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9961.00000000</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>610000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>4974.77000000</valUSD>
        <pctVal>0.000154769693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-610000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>719424.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4974.77000000</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__06716074"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>727.30000000</valUSD>
        <pctVal>0.000022626975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11334310.90000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>727.30000000</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__06811798"/>
        </identifiers>
        <balance>3643074.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>61700.04000000</valUSD>
        <pctVal>0.001919545286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-3643074.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11530000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>61700.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06716150"/>
        </identifiers>
        <balance>829344.58000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9484.28000000</valUSD>
        <pctVal>-0.00029506471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-829344.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9484.28000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06732753"/>
        </identifiers>
        <balance>117538946.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1441352.55000000</valUSD>
        <pctVal>0.044841810360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-117538946.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>163640000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1441352.55000000</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__06724355"/>
        </identifiers>
        <balance>7288925.32000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271942"/>
        <valUSD>2497.32000000</valUSD>
        <pctVal>0.000077693933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7288925.32000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2497.32000000</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__06679012"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13243.91000000</valUSD>
        <pctVal>0.000412030284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2348208.50000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13243.91000000</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>317000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400253"/>
        <valUSD>2026.11000000</valUSD>
        <pctVal>0.000063034155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-317000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>373305.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2026.11000000</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 - CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCAD__06790164"/>
        </identifiers>
        <balance>52759184.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>954958.15000000</valUSD>
        <pctVal>0.029709630904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52759184.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67850000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>954958.15000000</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>47100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180779"/>
        <valUSD>6752.35000000</valUSD>
        <pctVal>0.000210071851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47100000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>628601.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>6752.35000000</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>119000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406831"/>
        <valUSD>99.34000000</valUSD>
        <pctVal>0.000003090559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1033497.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>99.34000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811871"/>
        </identifiers>
        <balance>780224.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10833.97000000</valUSD>
        <pctVal>-0.00033705482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-780224.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57910000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10833.97000000</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>128000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406850"/>
        <valUSD>1266.61000000</valUSD>
        <pctVal>0.000039405408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1112820.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>1266.61000000</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__06769875"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2918.27000000</valUSD>
        <pctVal>-0.00009079007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8314907.82000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2918.27000000</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>264082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6937434.14000000</valUSD>
        <pctVal>0.215829989748</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__06689001"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4186.34000000</valUSD>
        <pctVal>-0.00013024090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7788531.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4186.34000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836016"/>
        </identifiers>
        <balance>1107180.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3469.45000000</valUSD>
        <pctVal>0.000107937797</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1107180.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3469.45000000</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="AUD" exchangeRt="1.37542101"/>
        <valUSD>-937.28000000</valUSD>
        <pctVal>-0.00002915964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>515268.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-937.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>40790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670472"/>
        <valUSD>-10555.53000000</valUSD>
        <pctVal>-0.00032839229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40790000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>537279.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10555.53000000</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__06716136"/>
        </identifiers>
        <balance>35314796.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1209245.49000000</valUSD>
        <pctVal>0.037620745140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35314796.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>322170000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1209245.49000000</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__06724343"/>
        </identifiers>
        <balance>10348565.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>5782.55000000</valUSD>
        <pctVal>0.000179900476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10348565.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5782.55000000</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__06697129"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1007.99000000</valUSD>
        <pctVal>-0.00003135950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9464973.80000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1007.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>77000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17523130"/>
        <valUSD>122.54000000</valUSD>
        <pctVal>0.000003812332</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>64873.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>122.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>10270000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37535375"/>
        <valUSD>-89222.37000000</valUSD>
        <pctVal>-0.00277579041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10270000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>7377947.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-89222.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06716138"/>
        </identifiers>
        <balance>2021799.21000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25498.50000000</valUSD>
        <pctVal>0.000793281908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2021799.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8260000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>25498.50000000</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 Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TWTF2 INDEX"/>
        </identifiers>
        <balance>559.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>113170.00000000</valUSD>
        <pctVal>0.003520823325</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>2022-01-25</expDate>
            <notionalAmt>35741090.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>113170.00000000</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>6620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-30209.63000000</valUSD>
        <pctVal>-0.00093984951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1153852.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-30209.63000000</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__06688936"/>
        </identifiers>
        <balance>8508451.18000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-20425.66000000</valUSD>
        <pctVal>-0.00063546116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8508451.18000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>830000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20425.66000000</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__06775208"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-968.42000000</valUSD>
        <pctVal>-0.00003012844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6993827.88000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-968.42000000</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>43000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17507755"/>
        <valUSD>100.96000000</valUSD>
        <pctVal>0.000003140958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-43000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>36260.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>100.96000000</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__06831408"/>
        </identifiers>
        <balance>415000.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1396.65000000</valUSD>
        <pctVal>0.000043451072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-415000.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3770000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1396.65000000</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>57420000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180771"/>
        <valUSD>9655.10000000</valUSD>
        <pctVal>0.000300379087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57420000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>767756.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>9655.10000000</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>5650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-33658.28000000</valUSD>
        <pctVal>-0.00104714020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5650000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>976908.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33658.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>87100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670435"/>
        <valUSD>-18087.04000000</valUSD>
        <pctVal>-0.00056270453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-87100000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1151720.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18087.04000000</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__06724358"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-3711.92000000</valUSD>
        <pctVal>-0.00011548126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8513681.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3711.92000000</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__06831410"/>
        </identifiers>
        <balance>704869.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2012.50000000</valUSD>
        <pctVal>0.000062610735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-704869.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6400000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2012.50000000</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__06826011"/>
        </identifiers>
        <balance>689659.77000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4569.18000000</valUSD>
        <pctVal>0.000142151414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-689659.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4569.18000000</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>74000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17509977"/>
        <valUSD>73.25000000</valUSD>
        <pctVal>0.000002278875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>KRW</curSold>
            <amtCurPur>62301.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>73.25000000</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 - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06835690"/>
        </identifiers>
        <balance>1422952.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>784.12000000</valUSD>
        <pctVal>0.000024394698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1422952.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>784.12000000</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__06715989"/>
        </identifiers>
        <balance>2261249.06000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458668"/>
        <valUSD>-3065.92000000</valUSD>
        <pctVal>-0.00009538360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2261249.06000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3065.92000000</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__06826003"/>
        </identifiers>
        <balance>422749.27000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3135.82000000</valUSD>
        <pctVal>0.000097558259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-422749.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31710000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3135.82000000</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__06805195"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>13392.39000000</valUSD>
        <pctVal>0.000416649634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7643686.50000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13392.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06817099"/>
        </identifiers>
        <balance>701563.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14146.78000000</valUSD>
        <pctVal>-0.00044011940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-701563.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-14146.78000000</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__06790204"/>
        </identifiers>
        <balance>407036.84000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1713.88000000</valUSD>
        <pctVal>-0.00005332039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-407036.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1713.88000000</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__06835673"/>
        </identifiers>
        <balance>570000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>886.15000000</valUSD>
        <pctVal>0.000027568945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-570000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2619618.54000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>886.15000000</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__06716010"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>43303.54000000</valUSD>
        <pctVal>0.001347213163</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11921155.30000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>43303.54000000</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>890000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46061941"/>
        <valUSD>-2288.23000000</valUSD>
        <pctVal>-0.00007118895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>607042.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-2288.23000000</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__06757518"/>
        </identifiers>
        <balance>795815.42000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12740.05000000</valUSD>
        <pctVal>-0.00039635473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-795815.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58940000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12740.05000000</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__06750095"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10637.75000000</valUSD>
        <pctVal>0.000330950237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8723136.52000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10637.75000000</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__06781750"/>
        </identifiers>
        <balance>716930.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12109.67000000</valUSD>
        <pctVal>-0.00037674302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-716930.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53050000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12109.67000000</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__06732782"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>15247.81000000</valUSD>
        <pctVal>0.000474373465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8763800.76000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>15247.81000000</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__06732824"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4520.06000000</valUSD>
        <pctVal>-0.00014062324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7167634.60000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4520.06000000</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__06811805"/>
        </identifiers>
        <balance>84765.25000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>167.57000000</valUSD>
        <pctVal>0.000005213257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-84765.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>101000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>167.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831196"/>
        </identifiers>
        <balance>356085.86000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1840.27000000</valUSD>
        <pctVal>0.000057252501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-356085.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26650000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1840.27000000</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__06790167"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14999.04000000</valUSD>
        <pctVal>0.000466634001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8460584.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14999.04000000</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__06732880"/>
        </identifiers>
        <balance>10916117.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118469.85000000</valUSD>
        <pctVal>0.003685706558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10916117.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44520000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>118469.85000000</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__06742323"/>
        </identifiers>
        <balance>1040000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>7619.90000000</valUSD>
        <pctVal>0.000237062133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10502650.08000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7619.90000000</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>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-799.28000000</valUSD>
        <pctVal>-0.00002486633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>522676.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-799.28000000</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__06835727"/>
        </identifiers>
        <balance>930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-6297.29000000</valUSD>
        <pctVal>-0.00019591451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9520070.55000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6297.29000000</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__06697049"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>3714.89000000</valUSD>
        <pctVal>0.000115573662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2355658.38000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3714.89000000</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>201158.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6593959.24000000</valUSD>
        <pctVal>0.205144168067</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06781774"/>
        </identifiers>
        <balance>340788.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9616.27000000</valUSD>
        <pctVal>0.000299171049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-340788.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26090000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9616.27000000</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__06724274"/>
        </identifiers>
        <balance>7045659.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>-13847.86000000</valUSD>
        <pctVal>-0.00043081972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7045659.69000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>690000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13847.86000000</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 Jan22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HIF2 INDEX"/>
        </identifiers>
        <balance>37.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.79630000"/>
        <valUSD>81540.79000000</valUSD>
        <pctVal>0.002536809361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Hang Seng</indexName>
                <indexIdentifier>HSI</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2022-01-28</expDate>
            <notionalAmt>5480308.69000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>81540.79000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732764"/>
        </identifiers>
        <balance>2042578.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8961.34000000</valUSD>
        <pctVal>0.000278795572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2042578.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11470000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8961.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>EURO FX CURR FUT  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ECH2 CURNCY"/>
        </identifiers>
        <balance>-89.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66012.50000000</valUSD>
        <pctVal>-0.00205370990</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DFE</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>
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                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>-12619268.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-66012.50000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>4360000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-16502.33000000</valUSD>
        <pctVal>-0.00051340274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4360000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>763333.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16502.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06798964"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>14508.70000000</valUSD>
        <pctVal>0.000451379070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7051488.81000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14508.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06732789"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>17022.09000000</valUSD>
        <pctVal>0.000529572956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11488651.24000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>17022.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06781729"/>
        </identifiers>
        <balance>405703.52000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2062.40000000</valUSD>
        <pctVal>-0.00006416317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405703.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>480000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2062.40000000</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__06750054"/>
        </identifiers>
        <balance>8343237.52000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-13071.09000000</valUSD>
        <pctVal>-0.00040665369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8343237.52000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13071.09000000</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>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542100"/>
        <valUSD>-858.89000000</valUSD>
        <pctVal>-0.00002672086</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>551699.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-858.89000000</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>48530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670463"/>
        <valUSD>-12106.85000000</valUSD>
        <pctVal>-0.00037665529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-48530000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>639681.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12106.85000000</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__06769857"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>19270.21000000</valUSD>
        <pctVal>0.000599514048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7795874.04000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19270.21000000</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__06715993"/>
        </identifiers>
        <balance>2219175.36000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458664"/>
        <valUSD>-4013.18000000</valUSD>
        <pctVal>-0.00012485373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2219175.36000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4013.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>56240000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180744"/>
        <valUSD>2727.54000000</valUSD>
        <pctVal>0.000084856291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56240000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>745250.09000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>2727.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06781705"/>
        </identifiers>
        <balance>1221284.89000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23590.48000000</valUSD>
        <pctVal>0.000733921642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1221284.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6960000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23590.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06790177"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>14948.63000000</valUSD>
        <pctVal>0.000465065699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7958435.94000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14948.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835726"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4637.10000000</valUSD>
        <pctVal>-0.00014426446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06742350"/>
        </identifiers>
        <balance>10675122.64000000</balance>
        <units>NC</units>
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        <pctVal>0.000119348039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        </identifiers>
        <balance>520000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1387.37000000</valUSD>
        <pctVal>0.000043162363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835988"/>
        </identifiers>
        <balance>1766836.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7494.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06697106"/>
        </identifiers>
        <balance>9191072.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076526"/>
        <valUSD>-29560.60000000</valUSD>
        <pctVal>-0.00091965759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-9191072.72000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>890000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29560.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724349"/>
        </identifiers>
        <balance>7079482.80000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271933"/>
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        <pctVal>0.000089666351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7079482.80000000</amtCurSold>
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            <curPur>EUR</curPur>
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            <unrealizedAppr>2882.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06775210"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1050.53000000</valUSD>
        <pctVal>-0.00003268295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7610960.68000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1050.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092114"/>
        <valUSD>-28012.69000000</valUSD>
        <pctVal>-0.00087150068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-6100000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1063041.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-28012.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399361"/>
        <valUSD>-2307.90000000</valUSD>
        <pctVal>-0.00007180090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-361000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>420505.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2307.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>108470000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.51766436"/>
        <valUSD>-105738.18000000</valUSD>
        <pctVal>-0.00328961253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-108470000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>5180925.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-105738.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817128"/>
        </identifiers>
        <balance>484913.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7050.61000000</valUSD>
        <pctVal>0.000219350995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-484913.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36630000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>7050.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836003"/>
        </identifiers>
        <balance>580719.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1694.64000000</valUSD>
        <pctVal>0.000052721817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-580719.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
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            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>1694.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06769867"/>
        </identifiers>
        <balance>720000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-1683.62000000</valUSD>
        <pctVal>-0.00005237897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-720000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
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        <balance>510000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-510000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1010000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
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        <balance>470000000.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000062095227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-470000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>397227.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1995.93000000</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__06805219"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1336.61000000</valUSD>
        <pctVal>0.000041583172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7426612.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1336.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>51190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670460"/>
        <valUSD>-18275.83000000</valUSD>
        <pctVal>-0.00056857796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-51190000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>669237.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-18275.83000000</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 FRANCE ETF</title>
        <cusip>464286707</cusip>
        <identifiers>
          <isin value="US4642867075"/>
        </identifiers>
        <balance>157450.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6121656.00000000</valUSD>
        <pctVal>0.190450377627</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>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37542101"/>
        <valUSD>-1696.09000000</valUSD>
        <pctVal>-0.00005276692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-800000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>579944.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>-1696.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06835778"/>
        </identifiers>
        <balance>555885.35000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2104.91000000</valUSD>
        <pctVal>0.000065485696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-555885.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41670000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>2104.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757491"/>
        </identifiers>
        <balance>406488.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3688.00000000</valUSD>
        <pctVal>-0.00011473708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406488.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3688.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06742367"/>
        </identifiers>
        <balance>5225954.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20633.79000000</valUSD>
        <pctVal>-0.00064193628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5225954.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16200000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20633.79000000</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>4140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-8398.49000000</valUSD>
        <pctVal>-0.00026128478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-4140000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>732087.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8398.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697134"/>
        </identifiers>
        <balance>1050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-4272.10000000</valUSD>
        <pctVal>-0.00013290898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1050000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>10774156.05000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4272.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811856"/>
        </identifiers>
        <balance>669165.71000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9118.47000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-669165.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49680000.00000000</amtCurPur>
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            <unrealizedAppr>-9118.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06835708"/>
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        <balance>1140000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1140000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06750141"/>
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        <balance>8608388.88000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
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        <balance>485000000.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1189.17516163"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>41135039.94000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
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        <balance>7727572.50000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7727572.50000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-22902.45000000</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__06688924"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>8806.57000000</valUSD>
        <pctVal>0.000273980534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>2376201.18000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8806.57000000</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__06831422"/>
        </identifiers>
        <balance>652887.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-126.20000000</valUSD>
        <pctVal>-0.00000392619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-652887.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5910000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-126.20000000</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__06732847"/>
        </identifiers>
        <balance>840000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3441.62000000</valUSD>
        <pctVal>-0.00010707197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8619108.12000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3441.62000000</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__06715986"/>
        </identifiers>
        <balance>2353108.38000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.03458663"/>
        <valUSD>-3082.86000000</valUSD>
        <pctVal>-0.00009591062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2353108.38000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>510000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3082.86000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836018"/>
        </identifiers>
        <balance>1187780.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4136.91000000</valUSD>
        <pctVal>0.000128703094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1187780.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>4136.91000000</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 - AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTAUD__06805178"/>
        </identifiers>
        <balance>47160052.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>834872.70000000</valUSD>
        <pctVal>0.025973661536</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-47160052.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66010000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>834872.70000000</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__06811854"/>
        </identifiers>
        <balance>730881.07000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10249.79000000</valUSD>
        <pctVal>-0.00031888044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-730881.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>54240000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10249.79000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06790199"/>
        </identifiers>
        <balance>105500.81000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-385.93000000</valUSD>
        <pctVal>-0.00001200663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-105500.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-385.93000000</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>80000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406808"/>
        <valUSD>737.22000000</valUSD>
        <pctVal>0.000022935595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-80000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>695458.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>737.22000000</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__06732850"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4757.47000000</valUSD>
        <pctVal>-0.00014800928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7989320.04000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4757.47000000</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__06716135"/>
        </identifiers>
        <balance>26182458.14000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1066744.79000000</valUSD>
        <pctVal>0.033187416621</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-26182458.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>559090000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1066744.79000000</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>53000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17509616"/>
        <valUSD>136.51000000</valUSD>
        <pctVal>0.000004246952</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-53000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>44705.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>136.51000000</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__06742322"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5733.82000000</valUSD>
        <pctVal>0.000178384441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10385672.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5733.82000000</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__06805235"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>2825.68000000</valUSD>
        <pctVal>0.000087909517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10529472.24000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2825.68000000</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>48470000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CCTEUR__06688968"/>
        </identifiers>
        <balance>13691157.34000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="CCTRUB__06811874"/>
        </identifiers>
        <balance>1474372.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
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          <ticker value="USD"/>
        </identifiers>
        <balance>490000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17517621"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurPur>412395.43000000</amtCurPur>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNZD__06835672"/>
        </identifiers>
        <balance>26941720.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>33137.18000000</valUSD>
        <pctVal>0.001030928305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
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            <amtCurSold>-26941720.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39400000.00000000</amtCurPur>
            <curPur>NZD</curPur>
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            <unrealizedAppr>33137.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835531"/>
        </identifiers>
        <balance>928174.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4329.91000000</valUSD>
        <pctVal>0.000134707503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-928174.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
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            <unrealizedAppr>4329.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06750160"/>
        </identifiers>
        <balance>1943831.96000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29987.26000000</valUSD>
        <pctVal>-0.00093293138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1943831.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>144050000.00000000</amtCurPur>
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            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-29987.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06724260"/>
        </identifiers>
        <balance>7568303.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076527"/>
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        <pctVal>-0.00050467675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-7568303.75000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
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            <unrealizedAppr>-16221.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>737000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399860"/>
        <valUSD>-16779.54000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>CLP</curSold>
            <amtCurPur>846416.23000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-16779.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>117000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17521247"/>
        <valUSD>-189.50000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-117000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831176"/>
        </identifiers>
        <balance>718076.38000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11395.37000000</valUSD>
        <pctVal>-0.00035452049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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            <amtCurSold>-718076.38000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>35670000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670402"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-35670000.00000000</amtCurSold>
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            <amtCurPur>466158.12000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835973"/>
        </identifiers>
        <balance>1466878.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9473.22000000</valUSD>
        <pctVal>0.000294720632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
            <amtCurPur>1090000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>N/A</cusip>
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        <balance>790000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>64850000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.74180750"/>
        <valUSD>3627.07000000</valUSD>
        <pctVal>0.000112841500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-64850000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>859825.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-16</settlementDt>
            <unrealizedAppr>3627.07000000</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__06732816"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3594.49000000</valUSD>
        <pctVal>-0.00011182790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7381972.22000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3594.49000000</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>54830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734011"/>
        <valUSD>10832.49000000</valUSD>
        <pctVal>0.000337008778</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-54830000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>739302.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10832.49000000</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__06688967"/>
        </identifiers>
        <balance>12770303.75000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271936"/>
        <valUSD>11279.82000000</valUSD>
        <pctVal>0.000350925628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-12770303.75000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1250000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11279.82000000</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__06742318"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3383.87000000</valUSD>
        <pctVal>0.000105275324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7655744.40000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3383.87000000</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__06724308"/>
        </identifiers>
        <balance>14118670.43000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271935"/>
        <valUSD>10215.46000000</valUSD>
        <pctVal>0.000317812404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-14118670.43000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1380000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10215.46000000</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 - CLP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCLP__06724388"/>
        </identifiers>
        <balance>416592.49000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5491.11000000</valUSD>
        <pctVal>-0.00017083350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-416592.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>351000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5491.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831172"/>
        </identifiers>
        <balance>771918.74000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12359.55000000</valUSD>
        <pctVal>-0.00038451702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-771918.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57170000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12359.55000000</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__06697141"/>
        </identifiers>
        <balance>2940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-20655.82000000</valUSD>
        <pctVal>-0.00064262165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2940000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>30088933.14000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-20655.82000000</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__06835696"/>
        </identifiers>
        <balance>7388885.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076533"/>
        <valUSD>4118.63000000</valUSD>
        <pctVal>0.000128134386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7388885.20000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>740000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4118.63000000</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>34530000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46088420"/>
        <valUSD>-112376.29000000</valUSD>
        <pctVal>-0.00349613027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-34530000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>23523994.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-112376.29000000</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__06697089"/>
        </identifiers>
        <balance>15346451.08000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076529"/>
        <valUSD>-44857.91000000</valUSD>
        <pctVal>-0.00139557105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15346451.08000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>1490000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-44857.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805227"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1628.61000000</valUSD>
        <pctVal>0.000050667562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7635214.18000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1628.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06732802"/>
        </identifiers>
        <balance>8908110.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-8857.02000000</valUSD>
        <pctVal>-0.00027555008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8908110.64000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>880000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8857.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06757442"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-7002.91000000</valUSD>
        <pctVal>-0.00021786700</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12500083.40000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-7002.91000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831215"/>
        </identifiers>
        <balance>651822.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3591.88000000</valUSD>
        <pctVal>0.000111746707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-651822.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>48800000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3591.88000000</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__06705903"/>
        </identifiers>
        <balance>7425313.20000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271939"/>
        <valUSD>-1193.13000000</valUSD>
        <pctVal>-0.00003711937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7425313.20000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1193.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>485000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17516163"/>
        <valUSD>-775.28000000</valUSD>
        <pctVal>-0.00002411967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-485000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>407070.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-775.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732770"/>
        </identifiers>
        <balance>2264684.31000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5066.91000000</valUSD>
        <pctVal>0.000157636254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2264684.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12690000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5066.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06705905"/>
        </identifiers>
        <balance>8254208.72000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271941"/>
        <valUSD>-1752.17000000</valUSD>
        <pctVal>-0.00005451162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8254208.72000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1752.17000000</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__06835537"/>
        </identifiers>
        <balance>905968.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3792.31000000</valUSD>
        <pctVal>0.000117982270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-905968.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3792.31000000</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>49690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670394"/>
        <valUSD>-16267.69000000</valUSD>
        <pctVal>-0.00050610287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-49690000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>651100.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16267.69000000</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__06724359"/>
        </identifiers>
        <balance>8819603.58000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271934"/>
        <valUSD>4045.10000000</valUSD>
        <pctVal>0.000125846800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8819603.58000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>860000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4045.10000000</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__06835704"/>
        </identifiers>
        <balance>7086158.91000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076532"/>
        <valUSD>4311.82000000</valUSD>
        <pctVal>0.000134144706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7086158.91000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4311.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06742372"/>
        </identifiers>
        <balance>17469353.33000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>212755.42000000</valUSD>
        <pctVal>0.006619017808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-17469353.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71340000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>212755.42000000</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>83000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406872"/>
        <valUSD>802.50000000</valUSD>
        <pctVal>0.000024966516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>721575.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</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>8480000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-25768.81000000</valUSD>
        <pctVal>-0.00080169150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8480000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1490975.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-25768.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>6620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-30032.63000000</valUSD>
        <pctVal>-0.00093434288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-6620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1154029.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-30032.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06781759"/>
        </identifiers>
        <balance>752088.04000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12856.39000000</valUSD>
        <pctVal>-0.00039997417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-752088.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55640000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12856.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06835564"/>
        </identifiers>
        <balance>951367.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3881.12000000</valUSD>
        <pctVal>0.000120745231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-951367.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>840000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>3881.12000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835965"/>
        </identifiers>
        <balance>2045676.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13088.77000000</valUSD>
        <pctVal>0.000407203735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2045676.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1520000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>13088.77000000</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 - NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTNOK__06705856"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>23398.74000000</valUSD>
        <pctVal>0.000727956433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7932631.63000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>23398.74000000</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>4760000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-23467.80000000</valUSD>
        <pctVal>-0.00073010495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-4760000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>827912.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-23467.80000000</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__06835555"/>
        </identifiers>
        <balance>1064202.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4766.16000000</valUSD>
        <pctVal>0.000148279643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1064202.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>940000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>4766.16000000</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>40030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670414"/>
        <valUSD>-10578.24000000</valUSD>
        <pctVal>-0.00032909882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40030000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>527049.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-10578.24000000</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>133000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499971"/>
        <valUSD>3470.63000000</valUSD>
        <pctVal>0.000107974507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>1158435.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3470.63000000</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__06750099"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>9995.01000000</valUSD>
        <pctVal>0.000310954001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7814400.44000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9995.01000000</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>35430000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670406"/>
        <valUSD>-8852.32000000</valUSD>
        <pctVal>-0.00027540385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35430000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>466994.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8852.32000000</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__06757508"/>
        </identifiers>
        <balance>405801.09000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3841.81000000</valUSD>
        <pctVal>-0.00011952226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405801.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3841.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805269"/>
        </identifiers>
        <balance>784470.15000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8436.35000000</valUSD>
        <pctVal>-0.00026246264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-784470.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58410000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8436.35000000</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>253397.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13351487.93000000</valUSD>
        <pctVal>0.415377132944</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__06781684"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>5601.86000000</valUSD>
        <pctVal>0.000174279043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-500000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2317376.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5601.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06825965"/>
        </identifiers>
        <balance>1603069.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6128.56000000</valUSD>
        <pctVal>-0.00019066516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1603069.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4970000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-6128.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTMXN__06732877"/>
        </identifiers>
        <balance>37071422.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1058648.07000000</valUSD>
        <pctVal>0.032935520177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-37071422.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>782340000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1058648.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>8550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73833275"/>
        <valUSD>-265471.32000000</valUSD>
        <pctVal>-0.00825905819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-8550000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>11314673.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-265471.32000000</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__06757497"/>
        </identifiers>
        <balance>378647.99000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3598.12000000</valUSD>
        <pctVal>-0.00011194083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-378647.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>446000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3598.12000000</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__06781712"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>10772.14000000</valUSD>
        <pctVal>0.000335131234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8122277.60000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10772.14000000</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>466000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1189.17518834"/>
        <valUSD>585.85000000</valUSD>
        <pctVal>0.000018226335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-466000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>392454.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>585.85000000</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__06757473"/>
        </identifiers>
        <balance>405634.76000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3675.48000000</valUSD>
        <pctVal>-0.00011434758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-405634.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>478000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3675.48000000</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>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-33019.97000000</valUSD>
        <pctVal>-0.00102728179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2107951.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-33019.97000000</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__06750060"/>
        </identifiers>
        <balance>9867643.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076528"/>
        <valUSD>-15258.49000000</valUSD>
        <pctVal>-0.00047470573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-9867643.16000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>970000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-15258.49000000</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__06835724"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-5158.63000000</valUSD>
        <pctVal>-0.00016048974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9839316.48000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5158.63000000</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__06817001"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-336.61000000</valUSD>
        <pctVal>-0.00001047224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7121223.32000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-336.61000000</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>10980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-42100.34000000</valUSD>
        <pctVal>-0.00130978049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-10980000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>1921797.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-42100.34000000</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__06732832"/>
        </identifiers>
        <balance>980000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-4427.67000000</valUSD>
        <pctVal>-0.00013774890</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10051892.34000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-4427.67000000</unrealizedAppr>
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        </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) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="W H2 COMDTY"/>
        </identifiers>
        <balance>-279.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>174862.50000000</valUSD>
        <pctVal>0.005440134035</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>2022-03-14</expDate>
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            <unrealizedAppr>174862.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>102000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406756"/>
        <valUSD>932.24000000</valUSD>
        <pctVal>0.000029002848</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-102000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>886702.08000000</amtCurPur>
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            <unrealizedAppr>932.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805261"/>
        </identifiers>
        <balance>1024135.73000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11744.44000000</valUSD>
        <pctVal>-0.00036538038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-1024135.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>76200000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11744.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06817061"/>
        </identifiers>
        <balance>37718697.32000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>367111.60000000</valUSD>
        <pctVal>0.011421181270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-37718697.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>28120000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>367111.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06697151"/>
        </identifiers>
        <balance>60040818.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1042751.59000000</valUSD>
        <pctVal>0.032440965988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-60040818.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45100000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1042751.59000000</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__06775297"/>
        </identifiers>
        <balance>404292.08000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1389.30000000</valUSD>
        <pctVal>-0.00004322240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404292.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>344000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1389.30000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06805190"/>
        </identifiers>
        <balance>18004696.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>265220.14000000</valUSD>
        <pctVal>0.008251243751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-18004696.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16640000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>265220.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831217"/>
        </identifiers>
        <balance>295998.61000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1758.32000000</valUSD>
        <pctVal>0.000054702960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-295998.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22170000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1758.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732761"/>
        </identifiers>
        <balance>2285429.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14727.72000000</valUSD>
        <pctVal>0.000458192984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2285429.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12860000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14727.72000000</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__06716122"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2880.93000000</valUSD>
        <pctVal>-0.00008962839</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7079493.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2880.93000000</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>11950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-32037.90000000</valUSD>
        <pctVal>-0.00099672868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11950000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2105355.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-32037.90000000</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>5715000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.14114060"/>
        <valUSD>168800.30000000</valUSD>
        <pctVal>0.005251533388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5715000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>49803535.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>168800.30000000</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>40370000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91078686"/>
        <valUSD>-618793.50000000</valUSD>
        <pctVal>-0.01925123785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40370000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>43705517.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-618793.50000000</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>113000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406855"/>
        <valUSD>588.93000000</valUSD>
        <pctVal>0.000018322156</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>981882.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>588.93000000</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__06724346"/>
        </identifiers>
        <balance>11679227.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271938"/>
        <valUSD>6673.92000000</valUSD>
        <pctVal>0.000207631821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11679227.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6673.92000000</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__06775244"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-3388.87000000</valUSD>
        <pctVal>-0.00010543087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10267255.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3388.87000000</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   Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00GP31C477"/>
        </identifiers>
        <balance>78.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>212692.25000000</valUSD>
        <pctVal>0.006617052531</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>2022-03-14</expDate>
            <notionalAmt>6705907.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>212692.25000000</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 - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06805216"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1462.26000000</valUSD>
        <pctVal>0.000045492260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7942646.25000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1462.26000000</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__06790179"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>13164.96000000</valUSD>
        <pctVal>0.000409574076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7039635.99000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13164.96000000</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__06831418"/>
        </identifiers>
        <balance>782334.66000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1862.12000000</valUSD>
        <pctVal>0.000057932274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-782334.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7100000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1862.12000000</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 - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06831177"/>
        </identifiers>
        <balance>716677.98000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11325.57000000</valUSD>
        <pctVal>-0.00035234895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-716677.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>53090000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11325.57000000</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__06705881"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-786.52000000</valUSD>
        <pctVal>-0.00002446936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9878895.94000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-786.52000000</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>52600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670457"/>
        <valUSD>-13722.10000000</valUSD>
        <pctVal>-0.00042690721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52600000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692728.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-13722.10000000</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>93880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.82076530"/>
        <valUSD>-207559.51000000</valUSD>
        <pctVal>-0.00645736824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-93880000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>10435507.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-207559.51000000</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) Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JBH2 COMDTY"/>
        </identifiers>
        <balance>311.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500000"/>
        <valUSD>-934644.58000000</valUSD>
        <pctVal>-0.02907765696</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>2022-03-14</expDate>
            <notionalAmt>415380583.17000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-934644.58000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757471"/>
        </identifiers>
        <balance>406369.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3569.37000000</valUSD>
        <pctVal>-0.00011104640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-406369.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>479000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3569.37000000</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>89000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15406838"/>
        <valUSD>-241.09000000</valUSD>
        <pctVal>-0.00000750053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>772636.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-05</settlementDt>
            <unrealizedAppr>-241.09000000</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>5620000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-21120.26000000</valUSD>
        <pctVal>-0.00065707081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5620000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>984080.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-21120.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06805264"/>
        </identifiers>
        <balance>885803.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8929.44000000</valUSD>
        <pctVal>-0.00027780313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-885803.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>66000000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8929.44000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06805280"/>
        </identifiers>
        <balance>619191.78000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12316.16000000</valUSD>
        <pctVal>0.000383167123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-619191.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47020000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>12316.16000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799013"/>
        </identifiers>
        <balance>440017.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11251.47000000</valUSD>
        <pctVal>0.000350043633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-440017.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33600000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11251.47000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811817"/>
        </identifiers>
        <balance>404803.56000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>519.40000000</valUSD>
        <pctVal>0.000016159014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404803.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>519.40000000</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__06716076"/>
        </identifiers>
        <balance>1790000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-2073.10000000</valUSD>
        <pctVal>-0.00006449605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>EUR</curSold>
            <amtCurPur>18414533.71000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2073.10000000</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>376000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400339"/>
        <valUSD>-2082.14000000</valUSD>
        <pctVal>-0.00006477730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-376000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>438299.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2082.14000000</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>335000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80400651"/>
        <valUSD>-3283.77000000</valUSD>
        <pctVal>-0.00010216112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-335000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>389077.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3283.77000000</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__06811821"/>
        </identifiers>
        <balance>36118.40000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41.12000000</valUSD>
        <pctVal>0.000001279281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-36118.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>41.12000000</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>19450000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.51766436"/>
        <valUSD>-5136.63000000</valUSD>
        <pctVal>-0.00015980530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-19450000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>942827.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-5136.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06697112"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2947.60000000</valUSD>
        <pctVal>-0.00009170256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7284849.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2947.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06836009"/>
        </identifiers>
        <balance>2227731.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7113.20000000</valUSD>
        <pctVal>0.000221298228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2227731.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1650000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>7113.20000000</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__06716005"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>39444.78000000</valUSD>
        <pctVal>0.001227163572</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10683029.19000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>39444.78000000</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>31310000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670387"/>
        <valUSD>-8208.23000000</valUSD>
        <pctVal>-0.00025536562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-31310000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>412304.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-8208.23000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06817070"/>
        </identifiers>
        <balance>386399.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-417.59000000</valUSD>
        <pctVal>-0.00001299161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-386399.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>459000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-417.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06811847"/>
        </identifiers>
        <balance>711248.28000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9483.08000000</valUSD>
        <pctVal>-0.00029502738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-711248.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52820000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9483.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817025"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>1712.01000000</valUSD>
        <pctVal>0.000053262213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9695555.74000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1712.01000000</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__06742324"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>8485.26000000</valUSD>
        <pctVal>0.000263984283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>11313009.12000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8485.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTPLN__06825988"/>
        </identifiers>
        <balance>963120.59000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8478.32000000</valUSD>
        <pctVal>0.000263768373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-963120.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3920000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>8478.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811787"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>122.36000000</valUSD>
        <pctVal>0.000003806732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7415619.84000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>122.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USD"/>
        </identifiers>
        <balance>130000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.11219999"/>
        <valUSD>-614166.99000000</valUSD>
        <pctVal>-0.01910730285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-130000000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>41156927.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-614166.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06817048"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>1265.36000000</valUSD>
        <pctVal>0.000039366519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8455760.46000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1265.36000000</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__06732783"/>
        </identifiers>
        <balance>1180000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>20161.56000000</valUSD>
        <pctVal>0.000627244770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>12018047.48000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>20161.56000000</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>11870000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-68519.63000000</valUSD>
        <pctVal>-0.00213170903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11870000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2054565.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-68519.63000000</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>56400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734018"/>
        <valUSD>10749.12000000</valUSD>
        <pctVal>0.000334415060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-56400000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>760078.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10749.12000000</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__06831403"/>
        </identifiers>
        <balance>748022.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>830.33000000</valUSD>
        <pctVal>0.000025832333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-748022.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6780000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>830.33000000</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>99000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15500061"/>
        <valUSD>2613.45000000</valUSD>
        <pctVal>0.000081306845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>JPY</curSold>
            <amtCurPur>862324.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>2613.45000000</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__06811822"/>
        </identifiers>
        <balance>404831.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>491.86000000</valUSD>
        <pctVal>0.000015302219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-404831.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>482000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>491.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTBRL__06732763"/>
        </identifiers>
        <balance>2364465.46000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14391.21000000</valUSD>
        <pctVal>0.000447723847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2364465.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>14391.21000000</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>7190000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="15.99530650"/>
        <valUSD>5032.47000000</valUSD>
        <pctVal>0.000156564794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-7190000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>454539.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5032.47000000</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__06750118"/>
        </identifiers>
        <balance>15134255.04000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271937"/>
        <valUSD>11785.02000000</valUSD>
        <pctVal>0.000366642867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-15134255.04000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1480000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11785.02000000</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__06835857"/>
        </identifiers>
        <balance>1188842.13000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-404.45000000</valUSD>
        <pctVal>-0.00001258281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1188842.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10480000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-404.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06790254"/>
        </identifiers>
        <balance>773294.90000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11211.37000000</valUSD>
        <pctVal>-0.00034879608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-773294.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57360000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-11211.37000000</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>5600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092113"/>
        <valUSD>-25927.41000000</valUSD>
        <pctVal>-0.00080662569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-5600000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>975696.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-25927.41000000</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__06835477"/>
        </identifiers>
        <balance>396448.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1571.63000000</valUSD>
        <pctVal>0.000048894862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-396448.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>350000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>1571.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - SEK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTSEK__06811784"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>341.32000000</valUSD>
        <pctVal>0.000010618780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>-720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7417602.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>341.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTEUR__06732775"/>
        </identifiers>
        <balance>40361020.80000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44804.48000000</valUSD>
        <pctVal>0.001393908794</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-40361020.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35520000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>44804.48000000</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__06811760"/>
        </identifiers>
        <balance>768877.79000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16323.77000000</valUSD>
        <pctVal>0.000507847576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-768877.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4390000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>16323.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - RUB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTRUB__06732893"/>
        </identifiers>
        <balance>2335758.18000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27452.88000000</valUSD>
        <pctVal>-0.00085408447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-2335758.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173740000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-27452.88000000</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__06705845"/>
        </identifiers>
        <balance>122563082.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>531353.03000000</valUSD>
        <pctVal>0.016530883998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-122563082.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>108210000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>531353.03000000</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 - ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTILS__06835949"/>
        </identifiers>
        <balance>35384.57000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42.07000000</valUSD>
        <pctVal>-0.00000130883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35384.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>-42.07000000</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>125000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="115.15499950"/>
        <valUSD>3337.74000000</valUSD>
        <pctVal>0.000103840177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-125000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1088831.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3337.74000000</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__06724334"/>
        </identifiers>
        <balance>11476774.40000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>6286.63000000</valUSD>
        <pctVal>0.000195582871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11476774.40000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1120000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>6286.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06757496"/>
        </identifiers>
        <balance>375196.94000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3510.74000000</valUSD>
        <pctVal>-0.00010922236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-375196.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>442000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-3510.74000000</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__06790189"/>
        </identifiers>
        <balance>1410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>19196.90000000</valUSD>
        <pctVal>0.000597233306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>14317375.47000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19196.90000000</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__06705860"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>22268.17000000</valUSD>
        <pctVal>0.000692783355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7320614.75000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>22268.17000000</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  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00H1JWR624"/>
        </identifiers>
        <balance>1135.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1472250.00000000</valUSD>
        <pctVal>0.045803058594</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>2022-01-31</expDate>
            <notionalAmt>86808050.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1472250.00000000</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__06831181"/>
        </identifiers>
        <balance>789881.95000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12652.41000000</valUSD>
        <pctVal>-0.00039362817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-789881.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58500000.00000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-12652.41000000</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 - GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTGBP__06835998"/>
        </identifiers>
        <balance>1107229.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3420.25000000</valUSD>
        <pctVal>0.000106407139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-1107229.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2022-01-04</settlementDt>
            <unrealizedAppr>3420.25000000</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>52780000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670482"/>
        <valUSD>-16187.41000000</valUSD>
        <pctVal>-0.00050360529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-52780000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>692680.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-16187.41000000</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__06705892"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1402.57000000</valUSD>
        <pctVal>-0.00004363524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7710753.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1402.57000000</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>390000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="853.80399563"/>
        <valUSD>3305.39000000</valUSD>
        <pctVal>0.000102833738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-390000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>460084.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3305.39000000</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 - CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTCHF__06732774"/>
        </identifiers>
        <balance>200778857.10000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1870093.08000000</valUSD>
        <pctVal>0.058180324618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-200778857.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>184570000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>1870093.08000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06799026"/>
        </identifiers>
        <balance>496445.62000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11634.89000000</valUSD>
        <pctVal>0.000361972184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-496445.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>37830000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11634.89000000</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__06689004"/>
        </identifiers>
        <balance>11379109.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.05271940"/>
        <valUSD>5699.58000000</valUSD>
        <pctVal>0.000177319203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11379109.50000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>5699.58000000</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>29127.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1335181.68000000</valUSD>
        <pctVal>0.041538736439</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06817143"/>
        </identifiers>
        <balance>740541.43000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9827.53000000</valUSD>
        <pctVal>0.000305743543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-740541.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55870000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>9827.53000000</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>11950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092111"/>
        <valUSD>-31295.79000000</valUSD>
        <pctVal>-0.00097364095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11950000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2106097.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-31295.79000000</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__06805237"/>
        </identifiers>
        <balance>246466.37000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4160.20000000</valUSD>
        <pctVal>0.000129427668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-246466.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>4160.20000000</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__06835474"/>
        </identifiers>
        <balance>520959.20000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2152.98000000</valUSD>
        <pctVal>0.000066981198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-520959.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-01-03</settlementDt>
            <unrealizedAppr>2152.98000000</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>4730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092112"/>
        <valUSD>-17744.70000000</valUSD>
        <pctVal>-0.00055205402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>BRL</curSold>
            <amtCurPur>828269.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-17744.70000000</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__06716115"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>-1919.39000000</valUSD>
        <pctVal>-0.00005971399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>6985219.08000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-1919.39000000</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 - KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTKRW__06811830"/>
        </identifiers>
        <balance>8398.87000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.32000000</valUSD>
        <pctVal>0.000000321064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-8398.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>10.32000000</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>11970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59092110"/>
        <valUSD>-35263.43000000</valUSD>
        <pctVal>-0.00109707790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-11970000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2105707.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-35263.43000000</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>35520000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.45670502"/>
        <valUSD>-9297.13000000</valUSD>
        <pctVal>-0.00028924230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-35520000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>467758.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-9297.13000000</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>NATURAL GAS FUTR  Mar22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGH22 COMDTY"/>
        </identifiers>
        <balance>-519.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>394070.00000000</valUSD>
        <pctVal>0.012259882017</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>NYMEX Henry Hub Natural Gas Fu</issueTitle>
                <identifiers>
                  <isin value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-02-24</expDate>
            <notionalAmt>-18854900.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>394070.00000000</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__06716051"/>
        </identifiers>
        <balance>940000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>27856.35000000</valUSD>
        <pctVal>0.000866636801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>9677743.68000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>27856.35000000</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__06716057"/>
        </identifiers>
        <balance>830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>3380.39000000</valUSD>
        <pctVal>0.000105167058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>8577886.49000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>3380.39000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06831207"/>
        </identifiers>
        <balance>432511.85000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2371.76000000</valUSD>
        <pctVal>0.000073787646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-432511.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32380000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>2371.76000000</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__06697124"/>
        </identifiers>
        <balance>1020000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908116"/>
        <valUSD>-2603.38000000</valUSD>
        <pctVal>-0.00008099355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>10480324.56000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2603.38000000</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__06775206"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87908117"/>
        <valUSD>19891.57000000</valUSD>
        <pctVal>0.000618845132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <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>7701014.25000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>19891.57000000</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>57070000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.26734051"/>
        <valUSD>11537.63000000</valUSD>
        <pctVal>0.000358946335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-57070000.00000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>769768.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>11537.63000000</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 - INR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CCTINR__06811887"/>
        </identifiers>
        <balance>734329.41000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13622.04000000</valUSD>
        <pctVal>0.000423794257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>-734329.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55690000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>13622.04000000</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>2022-01-28</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>
