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      <regStreet1>2 Greenwich Plaza</regStreet1>
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      <regCity>Greenwich</regCity>
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      <regZipOrPostalCode>06830</regZipOrPostalCode>
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      <repPdEnd>2021-09-30</repPdEnd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <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>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Orange SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
        <lei>N/A</lei>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <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">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19764"/>
        </identifiers>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19986"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        </derivativeInfo>
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      <invstOrSec>
        <name>Evolution Gaming Group AB</name>
        <lei>549300SUH6ZR1RF6TA88</lei>
        <title>Evolution Gaming Group AB</title>
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          <isin value="SE0012673267"/>
          <other otherDesc="Inhouse Asset ID" value="SWECZO1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20679"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>3000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Unibail-Rodamco-Westfield</name>
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          <isin value="FR0013326246"/>
          <other otherDesc="Inhouse Asset ID" value="AQR73769"/>
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        <balance>1341.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20672"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>353.76000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>72000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CNH Industrial NV</name>
        <lei>549300WGC2HZ5J67V817</lei>
        <title>CNH Industrial NV</title>
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          <isin value="NL0010545661"/>
          <other otherDesc="Inhouse Asset ID" value="AQR3207659"/>
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        <balance>6479.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto Ltd.</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>Rio Tinto Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
          <other otherDesc="Inhouse Asset ID" value="AUSAKT1"/>
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        <balance>3088.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20908"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Mirvac Group</name>
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          <isin value="AU000000MGR9"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRSI</title>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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              <indexBasketInfo>
                <indexName>MSCI Italy Net Return Index</indexName>
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      <invstOrSec>
        <name>Aviva plc</name>
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        <title>Aviva plc</title>
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          <other otherDesc="Inhouse Asset ID" value="UKIBEY1"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Daiwa House Industry Co. Ltd.</name>
        <lei>N/A</lei>
        <title>Daiwa House Industry Co. Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20680"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21025"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>29000.00000000</amtCurSold>
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            <unrealizedAppr>83.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Medipal Holdings Corp.</name>
        <lei>353800PJDODZEA4NP730</lei>
        <title>Medipal Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3268950007"/>
          <other otherDesc="Inhouse Asset ID" value="JPNEUS1"/>
        </identifiers>
        <balance>10864.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.167415735282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19769"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-86.84000000</valUSD>
        <pctVal>-0.00006962094</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>2435.89000000</amtCurSold>
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            <amtCurPur>2000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-86.84000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20798"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-6364.99000000</valUSD>
        <pctVal>-0.00510290910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>178075.70000000</amtCurSold>
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            <amtCurPur>146196.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-6364.99000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19914"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-31731.92000000</valUSD>
        <pctVal>-0.02543996195</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>1534368.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1977694.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-31731.92000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20731"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-6488.74000000</valUSD>
        <pctVal>-0.00520212135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>204567.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>168646.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-6488.74000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21636"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>26.41000000</valUSD>
        <pctVal>0.000021173297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>9000.00000000</amtCurSold>
            <curSold>DKK</curSold>
            <amtCurPur>1447.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>26.41000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20625"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-7.50000000</valUSD>
        <pctVal>-0.00000601286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>942.79000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-7.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20697"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>168982.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>139588.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21665"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>218.05000000</valUSD>
        <pctVal>0.000174813995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>19500.00000000</amtCurSold>
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            <amtCurPur>20891.17000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20667"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>112500.00000000</amtCurSold>
            <curSold>GBP</curSold>
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            <settlementDt>2021-06-16</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19692"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>169751.94000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19851"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>61.09000000</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>Citibank</counterpartyName>
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            <amtCurSold>191500.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>24698.49000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Anglo American plc</name>
        <lei>549300S9XF92D1X8ME43</lei>
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          <isin value="GB00B1XZS820"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BGP Holdings plc</name>
        <lei>N/A</lei>
        <title>BGP Holdings plc</title>
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        <identifiers>
          <isin value="AU00573958S3"/>
          <other otherDesc="Inhouse Asset ID" value="AUSAPX9"/>
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        <balance>143427.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.31656902"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20701"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-4984.01000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>169750.94000000</amtCurSold>
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            <curPur>EUR</curPur>
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            <unrealizedAppr>-4984.01000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20994"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>2389.26000000</valUSD>
        <pctVal>0.001915506011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>112000.00000000</amtCurSold>
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            <amtCurPur>133935.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>2389.26000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Calbee, Inc.</name>
        <lei>529900CIHZID6O8LJH81</lei>
        <title>Calbee, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3220580009"/>
          <other otherDesc="Inhouse Asset ID" value="JPNHVE1"/>
        </identifiers>
        <balance>5155.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.105351283313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0011821202"/>
          <other otherDesc="Inhouse Asset ID" value="AQR4232878"/>
        </identifiers>
        <balance>26302.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
        <valUSD>321254.98000000</valUSD>
        <pctVal>0.257554994166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19951"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>6.93000000</valUSD>
        <pctVal>0.000005555886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>7000.00000000</amtCurSold>
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            <amtCurPur>825.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>6.93000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20758"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>16087.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>520500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>411559.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>16087.84000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19809"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-7823.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>212834.33000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tokyu Fudosan Holdings Corp.</name>
        <lei>N/A</lei>
        <title>Tokyu Fudosan Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3569200003"/>
          <other otherDesc="Inhouse Asset ID" value="AQR3192272"/>
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        <balance>8525.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.040636288804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RWE AG</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
          <other otherDesc="Inhouse Asset ID" value="GERAJA1"/>
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        <balance>13106.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20663"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-14.06000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>22657.31000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-14.06000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zalando SE</name>
        <lei>529900YRFFGH5AXU4S86</lei>
        <title>Zalando SE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000ZAL1111"/>
          <other otherDesc="Inhouse Asset ID" value="GERZQZ1"/>
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        <balance>813.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Suncorp Group Ltd.</name>
        <lei>549300BVOKRTHDIWVT46</lei>
        <title>Suncorp Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SUN6"/>
          <other otherDesc="Inhouse Asset ID" value="AUSAXR1"/>
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        <balance>31177.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.31656902"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENEOS Holdings, Inc.</name>
        <lei>3538001KQ5SAOZSQTT44</lei>
        <title>ENEOS Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3386450005"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBIJ1"/>
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        <balance>141729.00000000</balance>
        <units>NS</units>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20652"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>6.34000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>3709.31000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Subaru Corp.</name>
        <lei>549300N244BVAEE6HH86</lei>
        <title>Subaru Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3814800003"/>
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        <balance>41300.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Total Return Swap</title>
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          <ticker value="HIJ1 Index"/>
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        <balance>9910600.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Sony Group Corp.</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>Sony Group Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3435000009"/>
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        <balance>7800.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Newcrest Mining Ltd.</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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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20664"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20806"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Link REIT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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        <name>CNP Assurances</name>
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      <invstOrSec>
        <name>CK Infrastructure Holdings Ltd.</name>
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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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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19936"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Prysmian SpA</name>
        <lei>529900X0H1IO3RS1A464</lei>
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        <identifiers>
          <isin value="IT0004176001"/>
          <other otherDesc="Inhouse Asset ID" value="ITAAWM1"/>
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        <balance>22375.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20633"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20808"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>24369.04000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE 100 Index</title>
        <cusip>N/A</cusip>
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          <isin value="GB00J7WH8275"/>
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          <other otherDesc="Future Ticker" value="Z M1 Index"/>
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        <balance>-103.00000000</balance>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE Clear Europe</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <indexName>FTSE 100 Index</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19836"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-6808.20000000</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>Citibank</counterpartyName>
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            <amtCurSold>164652.48000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20654"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20862"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>159500.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Metropolitan Fund Investment Corp.</name>
        <lei>353800QDHNIP60E1LQ93</lei>
        <title>Japan Metropolitan Fund Investment Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3039710003"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>Sanofi</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120578"/>
          <other otherDesc="Inhouse Asset ID" value="FRAAGD1"/>
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        <balance>6229.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oversea-Chinese Banking Corp. Ltd.</name>
        <lei>5493007O3QFXCPOGWK22</lei>
        <title>Oversea-Chinese Banking Corp. Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1S04926220"/>
          <other otherDesc="Inhouse Asset ID" value="SINAAT1"/>
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        <balance>7900.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.34520000"/>
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        <pctVal>0.055412276381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20827"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20980"/>
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      <invstOrSec>
        <name>Toshiba Corp.</name>
        <lei>549300LBHTST91VKHO68</lei>
        <title>Toshiba Corp.</title>
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        <balance>3305.00000000</balance>
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      <invstOrSec>
        <name>Fortescue Metals Group Ltd.</name>
        <lei>529900VEJFORCO6I4826</lei>
        <title>Fortescue Metals Group Ltd.</title>
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        <balance>69506.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Brambles Ltd.</name>
        <lei>N/A</lei>
        <title>Brambles Ltd.</title>
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          <isin value="AU000000BXB1"/>
          <other otherDesc="Inhouse Asset ID" value="AUSAGP1"/>
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        <balance>9303.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICA Gruppen AB</name>
        <lei>549300ZEFN8VKPK9I111</lei>
        <title>ICA Gruppen AB</title>
        <cusip>N/A</cusip>
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        <balance>810.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19962"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20735"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>8256.79000000</amtCurSold>
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      <invstOrSec>
        <name>Daito Trust Construction Co. Ltd.</name>
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          <isin value="JP3486800000"/>
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        <balance>520.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brenntag SE</name>
        <lei>NNROIXVWJ7CPSR27SV97</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19751"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Logitech International SA</name>
        <lei>549300SN6PRK6IJJC215</lei>
        <title>Logitech International SA (Registered)</title>
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          <isin value="CH0025751329"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>British American Tobacco plc</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>British American Tobacco plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB0002875804"/>
          <other otherDesc="Inhouse Asset ID" value="UKIFXO1"/>
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        <balance>3007.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19708"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>1153778.85000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19972"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19883"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>NMC Health plc</name>
        <lei>2138008YQEVWBE1V2M52</lei>
        <title>NMC Health plc</title>
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          <isin value="GB00B7FC0762"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20892"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20649"/>
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        <balance>1.00000000</balance>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Entain plc</name>
        <lei>213800GNI3K45LQR8L28</lei>
        <title>Entain plc</title>
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          <isin value="IM00B5VQMV65"/>
          <other otherDesc="Inhouse Asset ID" value="UKIIKE1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19888"/>
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        <curCd>N/A</curCd>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>AMP Ltd.</name>
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          <isin value="AU000000AMP6"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>La Francaise des Jeux SAEM</name>
        <lei>969500R4CLSQFTYYI535</lei>
        <title>La Francaise des Jeux SAEM</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Boerse AG</name>
        <lei>529900G3SW56SHYNPR95</lei>
        <title>Deutsche Boerse AG</title>
        <cusip>N/A</cusip>
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          <isin value="DE0005810055"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sonic Healthcare Ltd.</name>
        <lei>549300NQQ5L2NONWR862</lei>
        <title>Sonic Healthcare Ltd.</title>
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          <isin value="AU000000SHL7"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19932"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Nitto Denko Corp.</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TOPIX Index</title>
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              <counterpartyName>Japan Securities Clearing</counterpartyName>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Vodafone Group plc</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Tosoh Corp.</name>
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          <isin value="JP3595200001"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19739"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21019"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19714"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AP Moller - Maersk A/S</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP Moller - Maersk A/S, Class B</title>
        <cusip>N/A</cusip>
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          <isin value="DK0010244508"/>
          <other otherDesc="Inhouse Asset ID" value="DENACA2"/>
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        <balance>63.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20607"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>224000.00000000</amtCurSold>
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            <unrealizedAppr>27.09000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20873"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>7183.76000000</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>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>415462.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Adecco Group AG</name>
        <lei>NI14Y5UMU60O7JE9P611</lei>
        <title>Adecco Group AG (Registered)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012138605"/>
          <other otherDesc="Inhouse Asset ID" value="SWIAAB1"/>
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        <balance>12184.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.94515000"/>
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        <pctVal>0.658876777334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19973"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>15.79000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>66000.00000000</amtCurSold>
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            <unrealizedAppr>15.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20835"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-7077.07000000</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>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>168914.73000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Yamada Holdings Co. Ltd.</name>
        <lei>353800MDZ4K1DQKLO464</lei>
        <title>Yamada Holdings Co. Ltd.</title>
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        <identifiers>
          <isin value="JP3939000000"/>
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        <balance>67600.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20760"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>7000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>Svenska Handelsbanken AB, Class A</title>
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        <identifiers>
          <isin value="SE0007100599"/>
          <other otherDesc="Inhouse Asset ID" value="SWEADT1"/>
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        <balance>52625.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20933"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21705"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Coloplast A/S</name>
        <lei>529900NN7SOJ5QG82X67</lei>
        <title>Coloplast A/S, Class B</title>
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          <isin value="DK0060448595"/>
          <other otherDesc="Inhouse Asset ID" value="DENABN1"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20931"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <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>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20826"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Groupe Bruxelles Lambert SA</name>
        <lei>549300KV0ZEHT2KVU152</lei>
        <title>Groupe Bruxelles Lambert SA</title>
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        <identifiers>
          <isin value="BE0003797140"/>
          <other otherDesc="Inhouse Asset ID" value="BELAAP1"/>
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        <balance>853.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20006"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays plc</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB0031348658"/>
          <other otherDesc="Inhouse Asset ID" value="UKIATV1"/>
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        <balance>188908.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0008706128"/>
          <other otherDesc="Inhouse Asset ID" value="UKIALX1"/>
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        <balance>172158.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72537356"/>
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        <pctVal>0.080966923697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20617"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>26.41000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>9000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20007"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>29000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20721"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20684"/>
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        <assetCat>DFE</assetCat>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21702"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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          <other otherDesc="Inhouse Asset ID" value="20775"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
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          <isin value="FR0000131104"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Swedish Match AB</name>
        <lei>529900YVXCGNWAUYZG78</lei>
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          <isin value="SE0000310336"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20964"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Sonova Holding AG</name>
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          <isin value="CH0012549785"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20799"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20736"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20752"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20971"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19898"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21642"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Cie de Saint-Gobain</name>
        <lei>NFONVGN05Z0FMN5PEC35</lei>
        <title>Cie de Saint-Gobain</title>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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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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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Alfresa Holdings Corp.</name>
        <lei>N/A</lei>
        <title>Alfresa Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3126340003"/>
          <other otherDesc="Inhouse Asset ID" value="JPNDVJ1"/>
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        <balance>11440.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Pandora A/S</name>
        <lei>5299007OWYZ6I1E46843</lei>
        <title>Pandora A/S</title>
        <cusip>N/A</cusip>
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          <isin value="DK0060252690"/>
          <other otherDesc="Inhouse Asset ID" value="DENATK1"/>
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        <balance>7507.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Post AG</name>
        <lei>8ER8GIG7CSMVD8VUFE78</lei>
        <title>Deutsche Post AG (Registered)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005552004"/>
          <other otherDesc="Inhouse Asset ID" value="GERBJP1"/>
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        <balance>5937.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19846"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>Swiss Life Holding AG (Registered)</title>
        <cusip>N/A</cusip>
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          <isin value="CH0014852781"/>
          <other otherDesc="Inhouse Asset ID" value="SWIAIC2"/>
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        <balance>222.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rinnai Corp.</name>
        <lei>N/A</lei>
        <title>Rinnai Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3977400005"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBRZ1"/>
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        <balance>860.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20966"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>6389.65000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1217500.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20940"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>7044.09000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>204230.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kerry Properties Ltd.</name>
        <lei>5299006T5ULIIRZ7LK49</lei>
        <title>Kerry Properties Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG524401079"/>
          <other otherDesc="Inhouse Asset ID" value="HKGBBX1"/>
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        <balance>113777.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.77410000"/>
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        <pctVal>0.294998644678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Shimizu Corp.</name>
        <lei>353800BRAE0QFP3ZLY22</lei>
        <title>Shimizu Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3358800005"/>
          <other otherDesc="Inhouse Asset ID" value="JPNAMW1"/>
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        <balance>89947.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ipsen SA</name>
        <lei>549300M6SGDPB4Z94P11</lei>
        <title>Ipsen SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010259150"/>
          <other otherDesc="Inhouse Asset ID" value="FRAFLB1"/>
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        <balance>6069.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21009"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-43.99000000</valUSD>
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        <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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21000"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19780"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21684"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20610"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Honda Motor Co. Ltd.</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Mitsubishi Estate Co. Ltd.</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Dai Nippon Printing Co. Ltd.</name>
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        <name>Ageas SA/NV</name>
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          <isin value="BE0974264930"/>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Orion OYJ</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>Cie Generale des Etablissements Michelin SCA</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20650"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>UBS Group AG</name>
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          <isin value="CH0244767585"/>
          <other otherDesc="Inhouse Asset ID" value="AQR3537752"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20996"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19967"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20641"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20769"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21635"/>
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        <curCd>N/A</curCd>
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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>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1367.54000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20621"/>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Publicis Groupe SA</name>
        <lei>2138004KW8BV57III342</lei>
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          <isin value="FR0000130577"/>
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        <balance>13300.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20929"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SJM Holdings Ltd.</name>
        <lei>529900XEAB40COT5ZL30</lei>
        <title>SJM Holdings Ltd.</title>
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          <isin value="HK0880043028"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Panasonic Corp.</name>
        <lei>254900GE1G59KGWPHX32</lei>
        <title>Panasonic Corp.</title>
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          <isin value="JP3866800000"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>SEB SA</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>City Developments Ltd.</name>
        <lei>254900BPLPJS0RJ72373</lei>
        <title>City Developments Ltd.</title>
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        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20000"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CK Asset Holdings Ltd.</name>
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          <isin value="KYG2177B1014"/>
          <other otherDesc="Inhouse Asset ID" value="HKGHZ71"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HelloFresh SE</name>
        <lei>391200ZAF4V6XD2M9G57</lei>
        <title>HelloFresh SE</title>
        <cusip>N/A</cusip>
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          <isin value="DE000A161408"/>
          <other otherDesc="Inhouse Asset ID" value="GER2IQ1"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dassault Aviation SA</name>
        <lei>969500CVFTUT88V8QN95</lei>
        <title>Dassault Aviation SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121725"/>
          <other otherDesc="Inhouse Asset ID" value="FRAAAG1"/>
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        <balance>43.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19969"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20907"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>203212.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20810"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>9000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20900"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>970.77000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20909"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>16269.38000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19727"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19829"/>
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        <curCd>N/A</curCd>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20785"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>M&amp;G plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOCHTIEF AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="21644"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20631"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20802"/>
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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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20986"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>10592.94000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19799"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Telefonaktiebolaget LM Ericsson</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Resona Holdings, Inc.</name>
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        <name>N/A</name>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Ltd.</name>
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          <isin value="JP3788600009"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20699"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20887"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20778"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>N/A</cusip>
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          <isin value="ES0113900J37"/>
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        <balance>114882.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19828"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>129851.81000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19774"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21664"/>
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        <curCd>N/A</curCd>
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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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp.</title>
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          <other otherDesc="Inhouse Asset ID" value="AUSAEY1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19871"/>
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        <balance>1.00000000</balance>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Baloise Holding AG</name>
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        <title>Baloise Holding AG (Registered)</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Venture Corp. Ltd.</name>
        <lei>254900B1NLZC3J1MAE72</lei>
        <title>Venture Corp. Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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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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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19833"/>
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        <curCd>N/A</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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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Wolters Kluwer NV</name>
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        <balance>6539.00000000</balance>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Shionogi &amp; Co. Ltd.</name>
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        <balance>907.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19913"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>GEA Group AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20773"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="SE0015411764"/>
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          <other otherDesc="Future Ticker" value="QCJ1 Index"/>
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        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>NASDAQ OMX Commodities Clearing</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Iliad SA</name>
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          <isin value="FR0004035913"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="21026"/>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Knorr-Bremse AG</name>
        <lei>5299001GRRO0Z25YZT52</lei>
        <title>Knorr-Bremse AG</title>
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          <isin value="DE000KBX1006"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21014"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19678"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20791"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AEX Index</title>
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          <isin value="NLEN00837398"/>
          <other otherDesc="Inhouse Asset ID" value="AEXJ21"/>
          <other otherDesc="Future Ticker" value="EOJ1 Index"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LCH Clearnet</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Koninklijke Vopak NV</name>
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          <isin value="NL0009432491"/>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="21651"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>3i Group plc</name>
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        <name>BP plc</name>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20682"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>281049.88000000</amtCurSold>
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          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Uniper SE</name>
        <lei>549300UXRTWGIBZQ4J67</lei>
        <title>Uniper SE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000UNSE018"/>
          <other otherDesc="Inhouse Asset ID" value="GER1TV1"/>
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        <balance>17425.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19995"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-8.99000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>652.00000000</amtCurSold>
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            <unrealizedAppr>-8.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Teijin Ltd.</name>
        <lei>3538000RF6UCIMPKCO54</lei>
        <title>Teijin Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3544000007"/>
          <other otherDesc="Inhouse Asset ID" value="JPNAYC1"/>
        </identifiers>
        <balance>7255.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.100353679497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21672"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>13.54000000</valUSD>
        <pctVal>0.000010855223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>25744.51000000</amtCurPur>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>13.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19848"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-826.42000000</valUSD>
        <pctVal>-0.00066255345</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>18849.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-826.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LANXESS AG</name>
        <lei>529900PTLRE72EMYIJ77</lei>
        <title>LANXESS AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005470405"/>
          <other otherDesc="Inhouse Asset ID" value="GERBVU1"/>
        </identifiers>
        <balance>2036.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
        <valUSD>150266.58000000</valUSD>
        <pctVal>0.120470998256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19984"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-9800.23000000</valUSD>
        <pctVal>-0.00785699316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>643565.82000000</amtCurSold>
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            <amtCurPur>70125500.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-9800.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Gas Chemical Co., Inc.</name>
        <lei>529900G5O4J27ZPLJJ89</lei>
        <title>Mitsubishi Gas Chemical Co., Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3896800004"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBDP1"/>
        </identifiers>
        <balance>15761.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
        <valUSD>387684.87000000</valUSD>
        <pctVal>0.310812845396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enagas SA</name>
        <lei>213800OU3FQKGM4M2U23</lei>
        <title>Enagas SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0130960018"/>
          <other otherDesc="Inhouse Asset ID" value="SPACRB1"/>
        </identifiers>
        <balance>52810.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
        <valUSD>1149719.50000000</valUSD>
        <pctVal>0.921747576071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19673"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2509.71000000</valUSD>
        <pctVal>-0.00201207260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>281049.53000000</amtCurSold>
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            <unrealizedAppr>-2509.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19792"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>608.70000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20801"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19903"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19697"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>8000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sodexo SA</name>
        <lei>969500LCBOG12HXPYM84</lei>
        <title>Sodexo SA</title>
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        <identifiers>
          <isin value="FR0000121220"/>
          <other otherDesc="Inhouse Asset ID" value="FRAAGQ1"/>
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        <balance>1014.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pola Orbis Holdings, Inc.</name>
        <lei>353800E8OIV0XYBABS79</lei>
        <title>Pola Orbis Holdings, Inc.</title>
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        <identifiers>
          <isin value="JP3855900001"/>
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        <balance>8708.00000000</balance>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>Fresenius Medical Care AG &amp; Co. KGaA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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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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          <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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          <other otherDesc="Inhouse Asset ID" value="20008"/>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21682"/>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20886"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21668"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>10000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kajima Corp.</name>
        <lei>N/A</lei>
        <title>Kajima Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3210200006"/>
          <other otherDesc="Inhouse Asset ID" value="JPNANE1"/>
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        <balance>51379.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19981"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>5783.14000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Hoya Corp.</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>Hoya Corp.</title>
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          <isin value="JP3837800006"/>
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        <balance>2672.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20878"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19807"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Goldman Sachs Financial Square Funds - Treasury Instruments Fund</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="AQR3926924"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20816"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Ibiden Co. Ltd.</name>
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        <title>Ibiden Co. Ltd.</title>
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        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
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        <balance>7606.00000000</balance>
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        <invCountry>FR</invCountry>
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      <invstOrSec>
        <name>Genting Singapore Ltd.</name>
        <lei>254900Y2N3AK93K1O866</lei>
        <title>Genting Singapore Ltd.</title>
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        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19798"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Sumitomo Electric Industries Ltd.</name>
        <lei>5493005SP87FL5TOS202</lei>
        <title>Sumitomo Electric Industries Ltd.</title>
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          <isin value="JP3407400005"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>London Stock Exchange Group plc</name>
        <lei>213800QAUUUP6I445N30</lei>
        <title>London Stock Exchange Group plc</title>
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        <balance>2475.00000000</balance>
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        <invCountry>GB</invCountry>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21657"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20992"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>BAE Systems plc</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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          <isin value="GB0002634946"/>
          <other otherDesc="Inhouse Asset ID" value="UKIAYE1"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
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          <isin value="DK0010274414"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19857"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19983"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19674"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21663"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Lion Corp.</name>
        <lei>529900MPGS2GM7VPG855</lei>
        <title>Lion Corp.</title>
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          <isin value="JP3965400009"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBHV1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20793"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21676"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Toyota Tsusho Corp.</name>
        <lei>549300CEE2ENIUJNXB84</lei>
        <title>Toyota Tsusho Corp.</title>
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          <isin value="JP3635000007"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19676"/>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>Koninklijke Ahold Delhaize NV</name>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19869"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>FUJIFILM Holdings Corp.</name>
        <lei>529900UBKMFM0ST6H474</lei>
        <title>FUJIFILM Holdings Corp.</title>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Brother Industries Ltd.</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>Deutsche Wohnen SE</name>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>Nokia OYJ</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Sekisui House Ltd.</name>
        <lei>529900GMNDOYQSAJAE76</lei>
        <title>Sekisui House Ltd.</title>
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        <name>ASML Holding NV</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Sage Group plc (The)</name>
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        <name>SUMCO Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>DBS Group Holdings Ltd.</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20687"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>GlaxoSmithKline plc</name>
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        <title>GlaxoSmithKline plc</title>
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          <isin value="GB0009252882"/>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20991"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>ITOCHU Corp.</name>
        <lei>J48DJYXDTLHM30UMYI18</lei>
        <title>ITOCHU Corp.</title>
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        <identifiers>
          <isin value="JP3143600009"/>
          <other otherDesc="Inhouse Asset ID" value="JPNCPL1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <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>
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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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BHP Group Ltd.</name>
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        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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          <other otherDesc="Inhouse Asset ID" value="19954"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19818"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21630"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20883"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hong Kong Exchanges &amp; Clearing Ltd.</name>
        <lei>213800YTVSXYQN17BW16</lei>
        <title>Hong Kong Exchanges &amp; Clearing Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="HK0388045442"/>
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        <assetCat>EC</assetCat>
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        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Total Return Swap</title>
        <cusip>000000000</cusip>
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          <isin value="DE000C5SKSV4"/>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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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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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Shimamura Co. Ltd.</name>
        <lei>N/A</lei>
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          <isin value="JP3358200008"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19941"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21012"/>
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      <invstOrSec>
        <name>STMicroelectronics NV</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Nintendo Co. Ltd.</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21017"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Atos SE</name>
        <lei>5493001EZOOA66PTBR68</lei>
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          <isin value="FR0000051732"/>
          <other otherDesc="Inhouse Asset ID" value="FRACOJ2"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20930"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20678"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20912"/>
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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>JP Morgan Chase Bank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19690"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21667"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1333.24000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20969"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>6.93000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SAP SE</name>
        <lei>529900D6BF99LW9R2E68</lei>
        <title>SAP SE</title>
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        <identifiers>
          <isin value="DE0007164600"/>
          <other otherDesc="Inhouse Asset ID" value="GERAJD1"/>
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        <balance>3384.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CK Hutchison Holdings Ltd.</name>
        <lei>254900Z8HM1VEPOQ2G79</lei>
        <title>CK Hutchison Holdings Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG217651051"/>
          <other otherDesc="Inhouse Asset ID" value="AQR3679641"/>
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        <balance>180974.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.77410000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20703"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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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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        <name>N/A</name>
        <lei>N/A</lei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20888"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Investor AB</name>
        <lei>549300VEBQPHRZBKUX38</lei>
        <title>Investor AB, Class B</title>
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          <isin value="SE0000107419"/>
          <other otherDesc="Inhouse Asset ID" value="SWEACL3"/>
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        <balance>3864.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20640"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Olympus Corp.</name>
        <lei>5299000Y52IFDI1I2A21</lei>
        <title>Olympus Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3201200007"/>
          <other otherDesc="Inhouse Asset ID" value="JPNCMC1"/>
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        <balance>15445.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20611"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>27500.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Royal Dutch Shell plc</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Royal Dutch Shell plc, Class A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B03MLX29"/>
          <other otherDesc="Inhouse Asset ID" value="UKIBHX3"/>
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        <balance>9076.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21704"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2456.80000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>327439.53000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20673"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2037.54000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>239789.45000000</amtCurSold>
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            <unrealizedAppr>-2037.54000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21005"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-81.90000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>81842.04000000</amtCurSold>
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            <curPur>HKD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-81.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Galapagos NV</name>
        <lei>549300QKJ78IY0IOV655</lei>
        <title>Galapagos NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0003818359"/>
          <other otherDesc="Inhouse Asset ID" value="BELARZ1"/>
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        <balance>755.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <pctVal>0.046707293040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toyoda Gosei Co. Ltd.</name>
        <lei>353800ZV4HXVM4DWPO50</lei>
        <title>Toyoda Gosei Co. Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3634200004"/>
          <other otherDesc="Inhouse Asset ID" value="JPNCKZ1"/>
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        <balance>4499.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20648"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <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>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19752"/>
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        <balance>1.00000000</balance>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 Index</title>
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          <isin value="ES0B00071125"/>
          <other otherDesc="Inhouse Asset ID" value="MFXIJ21"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BME Clearing</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Taisei Corp.</name>
        <lei>529900TF7XJKIOWMLQ79</lei>
        <title>Taisei Corp.</title>
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        <name>N/A</name>
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        <title>Forward Foreign Currency Contract</title>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>N/A</curCd>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Rohm Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21683"/>
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        <name>Assicurazioni Generali SpA</name>
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          <isin value="IT0000062072"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wartsila OYJ Abp</name>
        <lei>743700G7A9J1PHM3X223</lei>
        <title>Wartsila OYJ Abp</title>
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          <isin value="FI0009003727"/>
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        <balance>37238.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19749"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>NGK Spark Plug Co. Ltd.</name>
        <lei>549300RG3XQGTFM4HH31</lei>
        <title>NGK Spark Plug Co. Ltd.</title>
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          <isin value="JP3738600000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20868"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21698"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20781"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20003"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        <name>Ono Pharmaceutical Co. Ltd.</name>
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        <name>Swatch Group AG (The)</name>
        <lei>529900NTES2LEON1JZ55</lei>
        <title>Swatch Group AG (The)</title>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19949"/>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Mitsubishi Corp.</name>
        <lei>KVIPTY4PULAPGC1VVD26</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19663"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <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>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Stockland</name>
        <lei>N/A</lei>
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          <isin value="AU000000SGP0"/>
          <other otherDesc="Inhouse Asset ID" value="AUSBHH1"/>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19943"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20657"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Telecom Italia SpA</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>Telecom Italia SpA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003497168"/>
          <other otherDesc="Inhouse Asset ID" value="ITAACY1"/>
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        <balance>1172743.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19684"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>168855.01000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kurita Water Industries Ltd.</name>
        <lei>52990086GS2ON69UMX34</lei>
        <title>Kurita Water Industries Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3270000007"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBXZ1"/>
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        <balance>1125.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.038751095644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21671"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-1.90000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19745"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20683"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>756932.75000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19815"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21693"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>58778.05000000</amtCurSold>
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      <invstOrSec>
        <name>Vonovia SE</name>
        <lei>5299005A2ZEP6AP7KM81</lei>
        <title>Vonovia SE</title>
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          <isin value="DE000A1ML7J1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20670"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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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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        <curCd>N/A</curCd>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Atlas Copco AB</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Novo Nordisk A/S</name>
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      <invstOrSec>
        <name>LafargeHolcim Ltd.</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20770"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Nippon Building Fund, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19681"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>KION Group AG</name>
        <lei>5299005KY91C4C6U9H17</lei>
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          <isin value="DE000KGX8881"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19671"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>Direct Line Insurance Group plc</name>
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        <name>N/A</name>
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        <name>Roche Holding AG</name>
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        <name>N/A</name>
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        <name>Evraz plc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <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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        <name>N/A</name>
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        <name>N/A</name>
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        <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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      <invstOrSec>
        <name>Credit Agricole SA</name>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>Aurizon Holdings Ltd.</name>
        <lei>5299005PC1O6NOWL3H48</lei>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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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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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20723"/>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Limited Purpose Cash Investment Fund</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19817"/>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>E.ON SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Credit Suisse Group AG</name>
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        <name>ASX Ltd.</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20875"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19672"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20749"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Suzuken Co. Ltd.</name>
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        <title>Suzuken Co. Ltd.</title>
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          <isin value="JP3398000004"/>
          <other otherDesc="Inhouse Asset ID" value="JPNENB1"/>
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        <balance>7680.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19944"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>65500.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nippon Yusen KK</name>
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        <title>Nippon Yusen KK</title>
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          <isin value="JP3753000003"/>
          <other otherDesc="Inhouse Asset ID" value="JPNDJE1"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="20767"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20714"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19978"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Aisin Corp.</name>
        <lei>3538004IOK08PDY6I723</lei>
        <title>Aisin Corp.</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20635"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Etablissements Franz Colruyt NV</name>
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        <title>Etablissements Franz Colruyt NV</title>
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        <invCountry>BE</invCountry>
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      <invstOrSec>
        <name>Marubeni Corp.</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>Marubeni Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASM Pacific Technology Ltd.</name>
        <lei>529900PYFA1HFYKPT360</lei>
        <title>ASM Pacific Technology Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Arkema SA</name>
        <lei>9695000EHMS84KKP2785</lei>
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        <cusip>N/A</cusip>
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          <isin value="FR0010313833"/>
          <other otherDesc="Inhouse Asset ID" value="FRAFMO1"/>
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        <balance>460.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carrefour SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>Carrefour SA</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000120172"/>
          <other otherDesc="Inhouse Asset ID" value="FRAAAZ1"/>
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        <balance>76167.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Proximus SADP</name>
        <lei>549300CWRXC5EP004533</lei>
        <title>Proximus SADP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0003810273"/>
          <other otherDesc="Inhouse Asset ID" value="BELARK1"/>
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        <balance>24131.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85273300"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20814"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>212676.73000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Genmab A/S</name>
        <lei>529900MTJPDPE4MHJ122</lei>
        <title>Genmab A/S</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0010272202"/>
          <other otherDesc="Inhouse Asset ID" value="DENAQF1"/>
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        <balance>837.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.34325000"/>
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        <pctVal>0.220699377688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20651"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-76.18000000</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>Citibank</counterpartyName>
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            <amtCurSold>5465.82000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-76.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WH Group Ltd.</name>
        <lei>254900A4AYEDRWYSE928</lei>
        <title>WH Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG960071028"/>
          <other otherDesc="Inhouse Asset ID" value="HKGHUL1"/>
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        <balance>1189235.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.77410000"/>
        <valUSD>966171.25000000</valUSD>
        <pctVal>0.774594157755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20707"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2985.78000000</valUSD>
        <pctVal>-0.00239374515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>54933.62000000</amtCurSold>
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            <amtCurPur>49000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-2985.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wilmar International Ltd.</name>
        <lei>549300H2EAI4YRLWBB20</lei>
        <title>Wilmar International Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1T56930848"/>
          <other otherDesc="Inhouse Asset ID" value="SINBDQ1"/>
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        <balance>43300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34520000"/>
        <valUSD>174873.13000000</valUSD>
        <pctVal>0.140198442922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20613"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-8.97000000</valUSD>
        <pctVal>-0.00000719138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>1178.08000000</amtCurSold>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-8.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19712"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>32123.05000000</amtCurSold>
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            <unrealizedAppr>-446.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19668"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-14794.25000000</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>Citibank</counterpartyName>
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            <amtCurSold>693288.51000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19917"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19956"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21670"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Swire Pacific Ltd.</name>
        <lei>549300KZOZHII0DGF611</lei>
        <title>Swire Pacific Ltd., Class A</title>
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        <identifiers>
          <isin value="HK0019000162"/>
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        <balance>22000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mitsui Fudosan Co. Ltd.</name>
        <lei>353800ND4ZKNZDYKMF33</lei>
        <title>Mitsui Fudosan Co. Ltd.</title>
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        <identifiers>
          <isin value="JP3893200000"/>
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        <balance>6356.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
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        <name>N/A</name>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <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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          <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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          <other otherDesc="Inhouse Asset ID" value="21709"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Endesa SA</name>
        <lei>549300LHK07F2CHV4X31</lei>
        <title>Endesa SA</title>
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          <isin value="ES0130670112"/>
          <other otherDesc="Inhouse Asset ID" value="SPAABH1"/>
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        <balance>44989.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21001"/>
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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>JP Morgan Chase Bank</counterpartyName>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19732"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>204814.89000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21708"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>16000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20863"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>61.06000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>191500.00000000</amtCurSold>
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            <unrealizedAppr>61.06000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Obayashi Corp.</name>
        <lei>529900YT4O5S0LCXWD54</lei>
        <title>Obayashi Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3190000004"/>
          <other otherDesc="Inhouse Asset ID" value="JPNAMV1"/>
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        <balance>119523.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RSA Insurance Group plc</name>
        <lei>549300HOGQ7E0TY86138</lei>
        <title>RSA Insurance Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BKKMKR23"/>
          <other otherDesc="Inhouse Asset ID" value="UKIALO1"/>
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        <balance>6881.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.72537356"/>
        <valUSD>64552.02000000</valUSD>
        <pctVal>0.051752334343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20895"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>50.38000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>178000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19970"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>47000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20671"/>
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        <curCd>N/A</curCd>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19725"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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      <invstOrSec>
        <name>Sumitomo Realty &amp; Development Co. Ltd.</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Poste Italiane SpA</name>
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          <isin value="IT0003796171"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19747"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20706"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="19928"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>ACS Actividades de Construccion y Servicios SA</name>
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          <isin value="ES0167050915"/>
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        <name>Red Electrica Corp. SA</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Renesas Electronics Corp.</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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Rio Tinto plc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20922"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="21010"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>38000.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tabcorp Holdings Ltd.</name>
        <lei>213800OCCFUN67NEY278</lei>
        <title>Tabcorp Holdings Ltd.</title>
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          <other otherDesc="Inhouse Asset ID" value="AUSCJB1"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="SGXDB0444404"/>
          <other otherDesc="Inhouse Asset ID" value="QZ2J21"/>
          <other otherDesc="Future Ticker" value="QZJ1 Index"/>
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        <balance>13.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Singapore Exchange Derivatives Clearing</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>MSCI Singapore Index</indexName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>Fresenius SE &amp; Co. KGaA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Skanska AB</name>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="21646"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20899"/>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20857"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19862"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Kone OYJ</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Bayerische Motoren Werke AG</name>
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      <invstOrSec>
        <name>Nestle SA</name>
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          <isin value="CH0038863350"/>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19746"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>SGS SA</name>
        <lei>2138007JNS19JHNA2336</lei>
        <title>SGS SA (Registered)</title>
        <cusip>N/A</cusip>
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          <isin value="CH0002497458"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Coles Group Ltd.</name>
        <lei>549300OHQRG2HN8LZ793</lei>
        <title>Coles Group Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU0000030678"/>
          <other otherDesc="Inhouse Asset ID" value="AUSIMN1"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>KBC Group NV</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
        <title>KBC Group NV</title>
        <cusip>N/A</cusip>
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          <isin value="BE0003565737"/>
          <other otherDesc="Inhouse Asset ID" value="BELABB2"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRSI</title>
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          <other otherDesc="Inhouse Asset ID" value="AQR12442589"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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              <indexBasketInfo>
                <indexName>MSCI Spain Net Return Index</indexName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19794"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19760"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20960"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>65500.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Taiheiyo Cement Corp.</name>
        <lei>N/A</lei>
        <title>Taiheiyo Cement Corp.</title>
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        <identifiers>
          <isin value="JP3449020001"/>
          <other otherDesc="Inhouse Asset ID" value="JPNBKH1"/>
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        <balance>26142.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20975"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20704"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Holdings Co. Japan Ltd.</name>
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          <isin value="JP3750500005"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20709"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21008"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Royal Dutch Shell plc</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Royal Dutch Shell plc, Class B</title>
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          <isin value="GB00B03MM408"/>
          <other otherDesc="Inhouse Asset ID" value="UKIBHX1"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hirose Electric Co. Ltd.</name>
        <lei>N/A</lei>
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          <isin value="JP3799000009"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20720"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19890"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20825"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19990"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>BOC Hong Kong Holdings Ltd.</name>
        <lei>N/A</lei>
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          <isin value="HK2388011192"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19742"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="19872"/>
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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>UPM-Kymmene OYJ</name>
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      <invstOrSec>
        <name>N/A</name>
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        <curCd>N/A</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <unrealizedAppr>-7.33000000</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20981"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>57.54000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>23500.00000000</amtCurSold>
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            <amtCurPur>7094.02000000</amtCurPur>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CLP Holdings Ltd.</name>
        <lei>25490002BUTSMP94GO68</lei>
        <title>CLP Holdings Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0002007356"/>
          <other otherDesc="Inhouse Asset ID" value="HKGADN1"/>
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        <balance>7000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.77410000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Hang Seng Index</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="HSIJ21"/>
          <other otherDesc="Future Ticker" value="HIJ1 Index"/>
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        <balance>26.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.77410000"/>
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        <assetCat>DE</assetCat>
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        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>HKCC &amp; SEOCH</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>Hang Seng Index</indexName>
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            <curCd>HKD</curCd>
            <unrealizedAppr>1366.58000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bunzl plc</name>
        <lei>213800Q1Q9DV4L78UM09</lei>
        <title>Bunzl plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B0744B38"/>
          <other otherDesc="Inhouse Asset ID" value="UKIBAL1"/>
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        <balance>1932.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.72537356"/>
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        <pctVal>0.049576912271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>2.00000000</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>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1855.82000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21003"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>643566.62000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>South32 Ltd.</name>
        <lei>213800LAZNPXSBKVHR17</lei>
        <title>South32 Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000S320"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19893"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>6451.72000000</valUSD>
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        <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>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ETRSI</title>
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          <other otherDesc="Inhouse Asset ID" value="AQR12442590"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI Sweden Net Return Index</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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          <other otherDesc="Inhouse Asset ID" value="20676"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Electricite de France SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>Electricite de France SA</title>
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        <invCountry>FR</invCountry>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21694"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20774"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Future Ticker" value="GXM1 Index"/>
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        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Clearing</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fujitsu Ltd.</name>
        <lei>3538000246DHJLRTUZ24</lei>
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          <isin value="JP3818000006"/>
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        <balance>5002.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Husqvarna AB</name>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20997"/>
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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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21660"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <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>JP Morgan Chase Bank</counterpartyName>
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            <curPur>DKK</curPur>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BHP Group plc</name>
        <lei>549300C116EOWV835768</lei>
        <title>BHP Group plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB00BH0P3Z91"/>
          <other otherDesc="Inhouse Asset ID" value="UKIFID1"/>
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        <balance>41412.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19790"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20854"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>1574706.37000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19865"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <amtCurSold>7500.00000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vicinity Centres</name>
        <lei>N/A</lei>
        <title>Vicinity Centres</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000VCX7"/>
          <other otherDesc="Inhouse Asset ID" value="AUSHQM1"/>
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        <balance>44856.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20748"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-7006.29000000</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>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>203104.82000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21692"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>239789.75000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19858"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>Novartis AG (Registered)</title>
        <cusip>N/A</cusip>
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          <isin value="CH0012005267"/>
          <other otherDesc="Inhouse Asset ID" value="SWIANL1"/>
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        <balance>6278.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Electrolux AB</name>
        <lei>549300Y3HHZB1ZGFPJ93</lei>
        <title>Electrolux AB, Series B</title>
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          <isin value="SE0000103814"/>
          <other otherDesc="Inhouse Asset ID" value="SWEAAL2"/>
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        <balance>44410.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20847"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DiaSorin SpA</name>
        <lei>8156002878BDF0EE4348</lei>
        <title>DiaSorin SpA</title>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BlueScope Steel Ltd.</name>
        <lei>529900H6UQI16XACWC95</lei>
        <title>BlueScope Steel Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000BSL0"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19906"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Electric Power Co. Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="21627"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="20005"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21666"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Japan Real Estate Investment Corp.</name>
        <lei>3538003YAIR3CBGJJ928</lei>
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          <isin value="JP3027680002"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="19740"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="20695"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Disco Corp.</name>
        <lei>N/A</lei>
        <title>Disco Corp.</title>
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          <other otherDesc="Inhouse Asset ID" value="JPNABN1"/>
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        <balance>2200.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20614"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="21687"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <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>JP Morgan Chase Bank</counterpartyName>
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            <unrealizedAppr>55.50000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Hulic Co. Ltd.</name>
        <lei>N/A</lei>
        <title>Hulic Co. Ltd.</title>
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          <isin value="JP3360800001"/>
          <other otherDesc="Inhouse Asset ID" value="JPNAWN1"/>
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        <balance>5293.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="110.72500000"/>
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        <pctVal>0.050163110376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20880"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-5298.09000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-5298.09000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ascendas REIT</name>
        <lei>549300ILIBAEMQZK3L20</lei>
        <title>Ascendas REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1M77906915"/>
          <other otherDesc="Inhouse Asset ID" value="SINBHR1"/>
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        <balance>54022.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.34520000"/>
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        <pctVal>0.098384081763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20738"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <unrealizedAppr>-6538.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20653"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
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            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-1.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20919"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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        <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>JP Morgan Chase Bank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19855"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19750"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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          <other otherDesc="Inhouse Asset ID" value="20776"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19759"/>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Nomura Real Estate Holdings, Inc.</name>
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        <title>Nomura Real Estate Holdings, Inc.</title>
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          <isin value="JP3762900003"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>Kingfisher plc</name>
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      <invstOrSec>
        <name>N/A</name>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Bouygues SA</name>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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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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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Repsol SA</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Shinsei Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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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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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>Singapore Exchange Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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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>
        <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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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>Origin Energy Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>PCCW Ltd.</name>
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        <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>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="19915"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-29566.15000000</valUSD>
        <pctVal>-0.02370363127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
            </counterparties>
            <amtCurSold>819822.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>87441000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>-29566.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lendlease Corp. Ltd.</name>
        <lei>549300MQ0F0TIIEK5592</lei>
        <title>Lendlease Corp. Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000LLC3"/>
          <other otherDesc="Inhouse Asset ID" value="AUSAVK1"/>
        </identifiers>
        <balance>7936.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.31656902"/>
        <valUSD>78244.55000000</valUSD>
        <pctVal>0.062729843499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="20876"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>8326.45000000</valUSD>
        <pctVal>0.006675441361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>253500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>306068.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-06-16</settlementDt>
            <unrealizedAppr>8326.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>AQR Funds</ncom:nameOfApplicant>
      <ncom:signature>Heather Bonner</ncom:signature>
      <ncom:signerName>Heather Bonner</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
