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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="JGBU0"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>JPN 10Y BOND(OSE) SEP20</counterpartyName>
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                <issuerName>Japan Govt. Bond Futures</issuerName>
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                  <isin value="JP1103481H98"/>
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            <expDate>2020-09-17</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXU0"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>DAX INDEX FUTURE Sep 2020</indexName>
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            <expDate>2020-09-21</expDate>
            <notionalAmt>-1099932.32000000</notionalAmt>
            <curCd>EUR</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DJIA MINI E-CBOT  SEP20 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="1YMU0"/>
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        <balance>-1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>DJIA MINI E-CBOT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>DJIA MINI e-CBOT Sep 2020</indexName>
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            <expDate>2020-09-21</expDate>
            <notionalAmt>-132583.10000000</notionalAmt>
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            <unrealizedAppr>988.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TechnologyOne Ltd</name>
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          <isin value="AU000000TNE8"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TIFFANY &amp; CO.</name>
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          <isin value="US8865471085"/>
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        <balance>450.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ANSELL LIMITED</name>
        <lei>549300NEGJ5G23VCJM45</lei>
        <title>ANSELL LTD COMMON STOCK</title>
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          <isin value="AU000000ANN9"/>
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        <balance>680.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <title>FTSE 100 IDX FUT  SEP20 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FFIU0"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>FTSE 100 IDX FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>FTSE 100 IDX FUT Sep 2020</indexName>
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            <expDate>2020-09-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CAE INC.</name>
        <lei>549300FFM2BEH2GF1E44</lei>
        <title>CAE INC COMMON STOCK</title>
        <cusip>124765108</cusip>
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          <isin value="CA1247651088"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSCEI FUTURES     AUG20 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="HCEIQ0"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.75030000"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>HSCEI FUTURES     AUG20</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <indexName>H-SHARES IDX FUT Aug 2020</indexName>
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            <expDate>2020-08-31</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>INSURANCE AUSTRALIA GROUP LIMITED</name>
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        <title>INSURANCE AUSTRALIA GROUP COMMON STOCK</title>
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          <isin value="AU000000IAG3"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ORORA LIMITED</name>
        <lei>549300WFEQJK35VDF789</lei>
        <title>ORORA LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000ORA8"/>
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        <balance>7136.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>SPARK INFRASTRUCTURE GROUP</name>
        <lei>N/A</lei>
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          <isin value="AU000000SKI7"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ONEX CORPORATION</name>
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        <title>ONEX CORPORATION COMMON STOCK</title>
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          <isin value="CA68272K1030"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fresenius SE &amp; Co. KGaA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  SEP21 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="EDU1"/>
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        <balance>26.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90DAY EURO$ FUTR  SEP21</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
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            <expDate>2021-09-16</expDate>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CI Financial Corp.</name>
        <lei>549300M9W7JJQSVCEM78</lei>
        <title>CI FINANCIAL CORP COMMON STOCK</title>
        <cusip>125491100</cusip>
        <identifiers>
          <isin value="CA1254911003"/>
        </identifiers>
        <balance>-5210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-71608.57000000</valUSD>
        <pctVal>-0.14331957026</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HORMEL FOODS CORPORATION</name>
        <lei>MSD54751OJP1FS2ND863</lei>
        <title>HORMEL FOODS CORP COMMON STOCK</title>
        <cusip>440452100</cusip>
        <identifiers>
          <isin value="US4404521001"/>
        </identifiers>
        <balance>1200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61032.00000000</valUSD>
        <pctVal>0.122151301339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AURORA CANNABIS INC.</name>
        <lei>549300F6VHCLKCUWDT34</lei>
        <title>AURORA CANNABIS INC COMMON STOCK</title>
        <cusip>05156X884</cusip>
        <identifiers>
          <isin value="CA05156X8843"/>
        </identifiers>
        <balance>-4510.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-45960.28000000</valUSD>
        <pctVal>-0.09198630246</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northview Apartment Real Estate Investment Trust</name>
        <lei>N/A</lei>
        <title>NORTHVIEW APARTMENT REAL EST REIT</title>
        <cusip>667185102</cusip>
        <identifiers>
          <isin value="CA6671851021"/>
        </identifiers>
        <balance>2911.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>76151.73000000</valUSD>
        <pctVal>0.152412388890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Symrise AG</name>
        <lei>529900D82I6R9601CF26</lei>
        <title>SYMRISE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000SYM9999"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18738.29000000</valUSD>
        <pctVal>0.037503383608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARREFOUR SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>CARREFOUR SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000120172"/>
        </identifiers>
        <balance>1070.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>17015.54000000</valUSD>
        <pctVal>0.034055419353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LINCOLN NATIONAL CORPORATION</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LINCOLN NATIONAL CORP COMMON STOCK</title>
        <cusip>534187109</cusip>
        <identifiers>
          <isin value="US5341871094"/>
        </identifiers>
        <balance>-1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-37270.00000000</valUSD>
        <pctVal>-0.07459331172</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cboe Global Markets, Inc.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>CBOE GLOBAL MARKETS INC COMMON STOCK</title>
        <cusip>12503M108</cusip>
        <identifiers>
          <isin value="US12503M1080"/>
        </identifiers>
        <balance>560.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49112.00000000</valUSD>
        <pctVal>0.098294250743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uniper SE</name>
        <lei>549300UXRTWGIBZQ4J67</lei>
        <title>UNIPER SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000UNSE018"/>
        </identifiers>
        <balance>530.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18329.90000000</valUSD>
        <pctVal>0.036686019439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Descartes Systems Group Inc.</name>
        <lei>875500NEPA7JI5EOMN45</lei>
        <title>DESCARTES SYSTEMS GRP/THE COMMON STOCK</title>
        <cusip>249906108</cusip>
        <identifiers>
          <isin value="CA2499061083"/>
        </identifiers>
        <balance>1530.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>86137.82000000</valUSD>
        <pctVal>0.172398853184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Element Fleet Management Corp.</name>
        <lei>5493000PGBS1C22ELQ16</lei>
        <title>ELEMENT FLEET MANAGEMENT COR COMMON STOCK</title>
        <cusip>286181201</cusip>
        <identifiers>
          <isin value="CA2861812014"/>
        </identifiers>
        <balance>10127.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>84980.76000000</valUSD>
        <pctVal>0.170083078103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MEXICAN PESO FUT  SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MPU0"/>
        </identifiers>
        <balance>155.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3467350.00000000</valUSD>
        <pctVal>6.939659763729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MEXICAN PESO FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>MXN/USD Future (Consolidated) (GEM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="MQU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>3417618.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>49731.70000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOURMALINE OIL CORP.</name>
        <lei>N/A</lei>
        <title>TOURMALINE OIL CORP COMMON STOCK</title>
        <cusip>89156V106</cusip>
        <identifiers>
          <isin value="CA89156V1067"/>
        </identifiers>
        <balance>7060.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>71788.57000000</valUSD>
        <pctVal>0.143679827743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED PARCEL SERVICE, INC.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UNITED PARCEL SERVICE-CL B COMMON STOCK</title>
        <cusip>911312106</cusip>
        <identifiers>
          <isin value="US9113121068"/>
        </identifiers>
        <balance>570.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81373.20000000</valUSD>
        <pctVal>0.162862797780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COGECO COMMUNICATIONS INC.</name>
        <lei>549300XHH6LJM6IAXV57</lei>
        <title>COGECO COMMUNICATIONS INC COMMON STOCK</title>
        <cusip>19239C106</cusip>
        <identifiers>
          <isin value="CA19239C1068"/>
        </identifiers>
        <balance>990.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>75463.06000000</valUSD>
        <pctVal>0.151034063803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FBTPU0"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>1038884.23000000</valUSD>
        <pctVal>2.079254499864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-BTP FUTURE   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Italy Govt. Bond Futures</issuerName>
                <issueTitle>Euro-BTP Futures Sep 2020</issueTitle>
                <identifiers>
                  <isin value="IT0005365165"/>
                  <ticker value="FBTPU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-11</expDate>
            <notionalAmt>975958.58000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>62925.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NASDAQ 100 E-MINI SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NQU0"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>435620.00000000</valUSD>
        <pctVal>0.871863119176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>NASDAQ 100 E-MINI SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NASDAQ 100 E-MINI Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>436188.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-568.80000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBU0"/>
        </identifiers>
        <balance>-369.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-42617716.23000000</valUSD>
        <pctVal>-85.2963936560</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CAN 10YR BOND FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Sep 2020</issueTitle>
                <identifiers>
                  <isin value="CA135087J397"/>
                  <ticker value="CGBU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-24</expDate>
            <notionalAmt>-42649394.42000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>31678.19000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MINERAL RESOURCES LIMITED</name>
        <lei>5299007V1ACKFFX2P066</lei>
        <title>MINERAL RESOURCES LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000MIN4"/>
        </identifiers>
        <balance>1250.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>22987.40000000</valUSD>
        <pctVal>0.046007681616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NORWEGIAN KRONE   SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NOKAU0"/>
        </identifiers>
        <balance>-46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10118160.00000000</valUSD>
        <pctVal>-20.2507932095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>NORWEGIAN KRONE   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
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                <identifiers>
                  <ticker value="NOKAU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>-9841467.08000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-276692.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO STOXX 50     SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="STXEU0"/>
        </identifiers>
        <balance>-36.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-1349793.24000000</valUSD>
        <pctVal>-2.70151725005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO STOXX 50     SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DJ EURO STOXX 50 FUTR Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>-1371325.96000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>21532.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DASSAULT SYSTEMES SE</name>
        <lei>96950065LBWY0APQIM86</lei>
        <title>DASSAULT SYSTEMES SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000130650"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18152.26000000</valUSD>
        <pctVal>0.036330485339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEDIBANK PRIVATE LIMITED</name>
        <lei>BDYVSUPTML83OLINBJ17</lei>
        <title>MEDIBANK PRIVATE LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000MPL3"/>
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        <balance>8570.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17266.38000000</valUSD>
        <pctVal>0.034557458160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tuas Ltd</name>
        <lei>N/A</lei>
        <title>TUAS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000089724"/>
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        <balance>1500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>755.53000000</valUSD>
        <pctVal>0.001512140724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK</title>
        <cusip>874054109</cusip>
        <identifiers>
          <isin value="US8740541094"/>
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        <balance>430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70528.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PEMBINA PIPELINE CORPORATION</name>
        <lei>5493002W3L9YICM6FU21</lei>
        <title>PEMBINA PIPELINE CORP COMMON STOCK</title>
        <cusip>706327103</cusip>
        <identifiers>
          <isin value="CA7063271034"/>
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        <balance>-1680.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>C$ CURRENCY FUT   SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CDU0"/>
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        <balance>236.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17633920.00000000</valUSD>
        <pctVal>35.29306389629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>C$ CURRENCY FUT   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>CAD/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="CQU0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>17492560.82000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>141359.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SXFU0"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>432446.16000000</valUSD>
        <pctVal>0.865510899254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>S&amp;P/TSX 60 IX FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2020-09-20</expDate>
            <notionalAmt>432526.05000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-79.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE KROGER CO.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO COMMON STOCK</title>
        <cusip>501044101</cusip>
        <identifiers>
          <isin value="US5010441013"/>
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        <balance>1781.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61960.99000000</valUSD>
        <pctVal>0.124010610184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LES COMPAGNIES LOBLAW LIMITEE</name>
        <lei>5493008LN3O1DIDTSH67</lei>
        <title>LOBLAW COMPANIES LTD COMMON STOCK</title>
        <cusip>539481101</cusip>
        <identifiers>
          <isin value="CA5394811015"/>
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        <balance>1512.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>78441.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT CORP GROUP LIMITED</name>
        <lei>549300JCSY6XG1L4WB90</lei>
        <title>CREDIT CORP GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CCP3"/>
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        <balance>-690.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-9356.57000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Winpak Ltd</name>
        <lei>549300FWDGJBHZHH8U59</lei>
        <title>WINPAK LTD COMMON STOCK</title>
        <cusip>97535P104</cusip>
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          <isin value="CA97535P1045"/>
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        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGENERON PHARMACEUTICALS, INC.</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
        <title>REGENERON PHARMACEUTICALS COMMON STOCK</title>
        <cusip>75886F107</cusip>
        <identifiers>
          <isin value="US75886F1075"/>
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        <balance>90.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY STERLING FU MAR22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSSH2"/>
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        <balance>44.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76394000"/>
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        <assetCat>DO</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90DAY STERLING FU MAR22</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Sterling Future Mar 2022</issueTitle>
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                  <ticker value="LH22"/>
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      <invstOrSec>
        <name>SPARK NEW ZEALAND LIMITED</name>
        <lei>529900HUN51H3Y7QBB66</lei>
        <title>SPARK NEW ZEALAND LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="NZTELE0001S4"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUEBECOR INC.</name>
        <lei>N/A</lei>
        <title>QUEBECOR INC  -CL B COMMON STOCK</title>
        <cusip>748193208</cusip>
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          <isin value="CA7481932084"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>BANK ACCEPT FUTR  SEP21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BAXU1"/>
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        <balance>34.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>BANK ACCEPT FUTR  SEP21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>Bank Acceptance Future Sep 2021</issueTitle>
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                  <ticker value="BAXU21"/>
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            <expDate>2021-09-16</expDate>
            <notionalAmt>6164332.49000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>147605.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>VINCI SA COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000125486"/>
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        <balance>-130.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINO'S PIZZA, INC.</name>
        <lei>5299004V0Y8MI5D9FF45</lei>
        <title>DOMINO'S PIZZA INC COMMON STOCK</title>
        <cusip>25754A201</cusip>
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          <isin value="US25754A2015"/>
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        <balance>150.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57991.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke DSM N.V.</name>
        <lei>724500SNT1MK246AHP04</lei>
        <title>KONINKLIJKE DSM NV COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="NL0000009827"/>
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        <balance>120.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18319.53000000</valUSD>
        <pctVal>0.036665264605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="STWQ0"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-499300.00000000</valUSD>
        <pctVal>-0.99931420826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>MSCI TAIWAN INDEX AUG20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI TAIWAN INDEX Aug 2020</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2020-08-31</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BWP TRUST</name>
        <lei>N/A</lei>
        <title>BWP TRUST REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BWP3"/>
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        <balance>6590.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
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        <pctVal>0.036279208692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER HALL GROUP</name>
        <lei>N/A</lei>
        <title>CHARTER HALL GROUP REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CHC0"/>
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        <balance>-2050.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-15407.81000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWMONT CORPORATION</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT CORP COMMON STOCK</title>
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          <isin value="US6516391066"/>
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        <balance>995.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68854.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Wohnen SE</name>
        <lei>529900QE24Q67I3FWZ10</lei>
        <title>DEUTSCHE WOHNEN SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A0HN5C6"/>
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        <balance>360.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>17471.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock Liquidity Funds: T-Fund; Institutional Shares</name>
        <lei>N/A</lei>
        <title>BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO</title>
        <cusip>09248U718</cusip>
        <identifiers>
          <isin value="US09248U7182"/>
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        <balance>32450689.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32450689.56000000</valUSD>
        <pctVal>64.94779720674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC COMMON STOCK</title>
        <cusip>682680103</cusip>
        <identifiers>
          <isin value="US6826801036"/>
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        <balance>-1260.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-35166.60000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGIS RESOURCES LIMITED</name>
        <lei>213800XH9YUXBLYBD749</lei>
        <title>REGIS RESOURCES LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RRL8"/>
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        <balance>4420.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17778.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   SEP20 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="YAPU0"/>
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        <balance>-4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-419953.13000000</valUSD>
        <pctVal>-0.84050696898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>SPI 200 FUTURES   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SPI 200 Future Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2020-09-20</expDate>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOLLAR GENERAL CORPORATION</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP COMMON STOCK</title>
        <cusip>256677105</cusip>
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          <isin value="US2566771059"/>
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        <balance>300.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>POWER CORPORATION DU CANADA</name>
        <lei>549300BE2CB8T87IJV50</lei>
        <title>POWER CORP OF CANADA COMMON STOCK</title>
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          <isin value="CA7392391016"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vonovia SE</name>
        <lei>5299005A2ZEP6AP7KM81</lei>
        <title>VONOVIA SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1ML7J1"/>
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        <balance>280.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISCOVER FINANCIAL SERVICES</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES COMMON STOCK</title>
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          <isin value="US2547091080"/>
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        <balance>-820.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-40532.60000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARATHON PETROLEUM CORPORATION</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MARATHON PETROLEUM CORP COMMON STOCK</title>
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          <isin value="US56585A1025"/>
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        <balance>-1120.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-42784.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>FLIGHT CENTRE TRAVEL GROUP LIMITED</name>
        <lei>254900BGNUI78EKEJY68</lei>
        <title>FLIGHT CENTRE TRAVEL GROUP L COMMON STOCK</title>
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          <isin value="AU000000FLT9"/>
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        <balance>-1240.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2020-09-23</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00014658"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12657.73000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
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            <amtCurPur>295730.78000000</amtCurPur>
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            <settlementDt>2020-09-23</settlementDt>
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        <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>TOPIX INDX FUTR   SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JTIU0"/>
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        <balance>4.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>TOPIX INDX FUTR   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>TOPIX INDX FUTR Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-13</expDate>
            <notionalAmt>588519.65000000</notionalAmt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROADRIDGE FINANCIAL SOLUTIONS, INC.</name>
        <lei>N/A</lei>
        <title>BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK</title>
        <cusip>11133T103</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
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        <balance>470.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63139.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cenovus Energy Inc.</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>CENOVUS ENERGY INC COMMON STOCK</title>
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          <isin value="CA15135U1093"/>
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        <pctVal>-0.07640952976</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GREAT CANADIAN GAMING CORPORATION</name>
        <lei>549300FU60SSFLTE0M84</lei>
        <title>GREAT CANADIAN GAMING CORP COMMON STOCK</title>
        <cusip>389914102</cusip>
        <identifiers>
          <isin value="CA3899141020"/>
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        <balance>-3240.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIOMERIEUX SA</name>
        <lei>549300AK8Y0LBIQ4T071</lei>
        <title>BIOMERIEUX COMMON STOCK</title>
        <cusip>N/A</cusip>
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          <isin value="FR0013280286"/>
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        <balance>120.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <pctVal>0.038900261954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Polynovo Ltd</name>
        <lei>529900G0IT1EQMPW7H74</lei>
        <title>POLYNOVO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000PNV0"/>
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        <balance>-6350.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-9935.49000000</valUSD>
        <pctVal>-0.01988519191</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ferrari N.V.</name>
        <lei>549300RIVY5EX8RCON76</lei>
        <title>FERRARI NV COMMON STOCK</title>
        <cusip>N3167Y103</cusip>
        <identifiers>
          <isin value="NL0011585146"/>
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        <balance>90.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>16045.49000000</valUSD>
        <pctVal>0.032113931775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPN YEN CURR FUT  SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JYU0"/>
        </identifiers>
        <balance>46.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5439212.50000000</valUSD>
        <pctVal>10.88620535354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>JPN YEN CURR FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>JPY/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="2JYU0"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>5442369.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3156.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AltaGas Ltd.</name>
        <lei>DR5LKEURSR8SXLM64266</lei>
        <title>ALTAGAS LTD COMMON STOCK</title>
        <cusip>021361100</cusip>
        <identifiers>
          <isin value="CA0213611001"/>
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        <balance>-3610.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-45224.38000000</valUSD>
        <pctVal>-0.09051344981</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE AUG20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="OMXS30Q0"/>
        </identifiers>
        <balance>33.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.78030000"/>
        <valUSD>642876.66000000</valUSD>
        <pctVal>1.286672903065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>OMXS30 IND FUTURE AUG20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>OMXS30 IND FUTURE Aug 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2020-08-24</expDate>
            <notionalAmt>642717.25000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>159.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>AIR CANADA COMMON STOCK</title>
        <cusip>008911877</cusip>
        <identifiers>
          <isin value="CA0089118776"/>
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        <balance>-4360.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-49184.07000000</valUSD>
        <pctVal>-0.09843849383</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinaxis Inc</name>
        <lei>5299009VAZ14K7PFUQ15</lei>
        <title>KINAXIS INC COMMON STOCK</title>
        <cusip>49448Q109</cusip>
        <identifiers>
          <isin value="CA49448Q1090"/>
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        <balance>600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>91112.02000000</valUSD>
        <pctVal>0.182354368375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY STERLING FU DEC21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSSZ1"/>
        </identifiers>
        <balance>45.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76394000"/>
        <valUSD>7364984.44000000</valUSD>
        <pctVal>14.74050389454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>90DAY STERLING FU DEC21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Sterling Future Dec 2021</issueTitle>
                <identifiers>
                  <ticker value="LZ21"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-18</expDate>
            <notionalAmt>7018985.19000000</notionalAmt>
            <curCd>GBP</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USU0"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>729125.00000000</valUSD>
        <pctVal>1.459292954339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US LONG BOND(CBT) SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US Long Bond (CBT) Sep 2020</issueTitle>
                <identifiers>
                  <isin value="US912810FT08"/>
                  <ticker value="UPU0"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-24</expDate>
            <notionalAmt>725131.88000000</notionalAmt>
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            <unrealizedAppr>3993.12000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Zalando SE</name>
        <lei>529900YRFFGH5AXU4S86</lei>
        <title>ZALANDO SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000ZAL1111"/>
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        <balance>240.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <pctVal>0.034650944974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OKTA, INC.</name>
        <lei>549300N8J06I8MRHU620</lei>
        <title>OKTA INC COMMON STOCK</title>
        <cusip>679295105</cusip>
        <identifiers>
          <isin value="US6792951054"/>
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        <balance>290.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64084.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  MAR22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDH2"/>
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        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5741662.50000000</valUSD>
        <pctVal>11.49153798381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90DAY EURO$ FUTR  MAR22</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>3M -- 90 Day EuroDollar Future (Consolidated) Mar 2022</issueTitle>
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                  <ticker value="EVH22"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
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            <expDate>2022-03-17</expDate>
            <notionalAmt>5736620.31000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AULU0"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>227687.50000000</valUSD>
        <pctVal>0.455700688552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>US ULTRA BOND CBT SEP20</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810RP57"/>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00014657"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</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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          <ticker value="BAXH2"/>
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        <balance>29.00000000</balance>
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        <assetCat>DO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>BANK ACCEPT FUTR  MAR22</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
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                  <ticker value="BAXH22"/>
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            <expDate>2022-03-17</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT AUG20 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="HSIQ0"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.75030000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>HANG SENG IDX FUT AUG20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <indexName>HANG SENG IDX FUT Aug 2020</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>XILINX, INC.</name>
        <lei>6EY4K7ZMF9UX1CU6KC79</lei>
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          <isin value="US9839191015"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wolters Kluwer N.V.</name>
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          <isin value="NL0000395903"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Beiersdorf Aktiengesellschaft</name>
        <lei>L47NHHI0Z9X22DV46U41</lei>
        <title>BEIERSDORF AG COMMON STOCK</title>
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          <isin value="DE0005200000"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BlackRock Liquidity Funds: T-Fund; Institutional Shares</name>
        <lei>N/A</lei>
        <title>BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO</title>
        <cusip>09248U718</cusip>
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          <isin value="US09248U7182"/>
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        <units>PA</units>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Jeronimo Martins, SGPS, S.A.</name>
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        <title>JERONIMO MARTINS COMMON STOCK</title>
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        <identifiers>
          <isin value="PTJMT0AE0001"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cellnex Telecom S.A.</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>CELLNEX TELECOM SA COMMON STOCK</title>
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          <isin value="ES0105066007"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>METHANEX CORPORATION</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>METHANEX CORP COMMON STOCK</title>
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          <isin value="CA59151K1084"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SONIC HEALTHCARE LIMITED</name>
        <lei>549300NQQ5L2NONWR862</lei>
        <title>SONIC HEALTHCARE LTD COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  SEP20 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SPU0"/>
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        <curCd>USD</curCd>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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              <counterpartyName>S&amp;P500 EMINI FUT  SEP20</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
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      <invstOrSec>
        <name>Wheaton Precious Metals Corp.</name>
        <lei>549300XSFG5ZCGVYD886</lei>
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          <isin value="CA9628791027"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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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          <ticker value="NKU0"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>NIKKEI 225  (CME) SEP20</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AMSTERDAM IDX FUT AUG20 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="AEXQ0"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
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            <payOffProf>Long</payOffProf>
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            <expDate>2020-08-24</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY STERLING FU SEP21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSSU1"/>
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        <balance>46.00000000</balance>
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        <assetCat>DO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90DAY STERLING FU SEP21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Sterling Future Sep 2021</issueTitle>
                <identifiers>
                  <ticker value="LU21"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-18</expDate>
            <notionalAmt>7160436.94000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>367837.52000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLU0"/>
        </identifiers>
        <balance>-43.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-8991742.55000000</valUSD>
        <pctVal>-17.9963470604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-BUND FUTURE  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-Bund Future Sep 2020</issueTitle>
                <identifiers>
                  <isin value="DE0001102473"/>
                  <ticker value="FGBLU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-11</expDate>
            <notionalAmt>-8959497.01000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-32245.54000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALSTOM SA</name>
        <lei>96950032TUYMW11FB530</lei>
        <title>ALSTOM COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010220475"/>
        </identifiers>
        <balance>370.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>20584.85000000</valUSD>
        <pctVal>0.041199144962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>INFINEON TECHNOLOGIES AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0006231004"/>
        </identifiers>
        <balance>-530.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-13191.78000000</valUSD>
        <pctVal>-0.02640242977</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TMX Group Limited</name>
        <lei>549300N65GFVKSHGJW59</lei>
        <title>TMX GROUP LTD COMMON STOCK</title>
        <cusip>87262K105</cusip>
        <identifiers>
          <isin value="CA87262K1057"/>
        </identifiers>
        <balance>768.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>78505.77000000</valUSD>
        <pctVal>0.157123836154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU0"/>
        </identifiers>
        <balance>26.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3279250.00000000</valUSD>
        <pctVal>6.563190701893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>US 5YR NOTE (CBT) SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 5-Year Note (consolidated) Sep 2020</issueTitle>
                <identifiers>
                  <isin value="US912828YV68"/>
                  <ticker value="FVU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-03</expDate>
            <notionalAmt>3274717.67000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4532.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIBAIL-RODAMCO-WESTFIELD SE</name>
        <lei>969500SHQITWXSIS7N89</lei>
        <title>UNIBAIL-RODAMCO-WESTFIELD REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013326246"/>
        </identifiers>
        <balance>-220.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-11537.35000000</valUSD>
        <pctVal>-0.02309120324</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND $ FUT SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NEU0"/>
        </identifiers>
        <balance>141.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9346890.00000000</valUSD>
        <pctVal>18.70714997015</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>NEW ZEALAND $ FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>NZD/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="NEQU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>9393174.52000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-46284.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NN Group N.V.</name>
        <lei>724500OHYNDT9OY6Q215</lei>
        <title>NN GROUP NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0010773842"/>
        </identifiers>
        <balance>-350.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-12780.79000000</valUSD>
        <pctVal>-0.02557986188</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90-DAY BANK BILL  DEC21 Financial commodity future.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YBAZ1"/>
        </identifiers>
        <balance>50.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>8913644.54000000</valUSD>
        <pctVal>17.84003932756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>90-DAY BANK BILL  DEC21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Bank Bill Dec 2021</issueTitle>
                <identifiers>
                  <ticker value="IRZ21"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-13</expDate>
            <notionalAmt>8584076.86000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>329567.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDUSTRIES TOROMONT LTEE</name>
        <lei>5493008W5EPRSLQ0B737</lei>
        <title>TOROMONT INDUSTRIES LTD COMMON STOCK</title>
        <cusip>891102105</cusip>
        <identifiers>
          <isin value="CA8911021050"/>
        </identifiers>
        <balance>1498.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>81663.34000000</valUSD>
        <pctVal>0.163443492802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VICI PROPERTIES INC.</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI PROPERTIES INC REIT</title>
        <cusip>925652109</cusip>
        <identifiers>
          <isin value="US9256521090"/>
        </identifiers>
        <balance>-2210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-47979.10000000</valUSD>
        <pctVal>-0.09602683022</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BORAL LIMITED</name>
        <lei>549300KLCHOLFEMSPR08</lei>
        <title>BORAL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BLD2"/>
        </identifiers>
        <balance>-5940.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-15235.34000000</valUSD>
        <pctVal>-0.03049247292</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUESCOPE STEEL LIMITED</name>
        <lei>529900H6UQI16XACWC95</lei>
        <title>BLUESCOPE STEEL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BSL0"/>
        </identifiers>
        <balance>2060.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16469.05000000</valUSD>
        <pctVal>0.032961657643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>E.ON SE</name>
        <lei>Q9MAIUP40P25UFBFG033</lei>
        <title>E.ON SE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000ENAG999"/>
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        <balance>1550.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18141.43000000</valUSD>
        <pctVal>0.036308809848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTDC LIMITED</name>
        <lei>529900RTERU3X7G3D672</lei>
        <title>NEXTDC LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000NXT8"/>
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        <balance>2690.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>21890.07000000</valUSD>
        <pctVal>0.043811451974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EML PAYMENTS LIMITED</name>
        <lei>875500XQSV9MFXDDCD17</lei>
        <title>EML PAYMENTS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000EML7"/>
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        <balance>-3790.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-8529.45000000</valUSD>
        <pctVal>-0.01707110068</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO FX CURR FUT  SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UROU0"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3539850.00000000</valUSD>
        <pctVal>-7.08476346911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO FX CURR FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>EUR/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="EQU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>-3530593.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9256.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHF CURRENCY FUT  SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SFU0"/>
        </identifiers>
        <balance>-53.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7258350.00000000</valUSD>
        <pctVal>-14.5270824826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>CHF CURRENCY FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>CHF/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="SQU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>-7257559.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-790.76000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENAULT SA</name>
        <lei>969500F7JLTX36OUI695</lei>
        <title>RENAULT SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000131906"/>
        </identifiers>
        <balance>-490.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-11575.69000000</valUSD>
        <pctVal>-0.02316793808</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2020-09-23</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00014659"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17598.21000000</valUSD>
        <pctVal>-0.03522159281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>U.S. DOLLARS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1699885.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1251662.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-23</settlementDt>
            <unrealizedAppr>-17598.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JANUS HENDERSON GROUP PLC</name>
        <lei>2138009WPYMWJN3RVF44</lei>
        <title>JANUS HENDERSON GROUP-CDI DEPOSITARY RECEIPT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000JHG6"/>
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        <balance>740.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>15395.52000000</valUSD>
        <pctVal>0.030813062046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES, INC.</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>AKAMAI TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>00971T101</cusip>
        <identifiers>
          <isin value="US00971T1016"/>
        </identifiers>
        <balance>550.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61842.00000000</valUSD>
        <pctVal>0.123772459979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METCASH LIMITED</name>
        <lei>25490065W4SN3LZMX216</lei>
        <title>METCASH LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000MTS0"/>
        </identifiers>
        <balance>8990.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17406.05000000</valUSD>
        <pctVal>0.034836997946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CELLNEX TELECOM SA - RTS</name>
        <lei>N/A</lei>
        <title>CELLNEX TELECOM SA - RTS ISSUE 1:1 / TERMS 5:19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0605066929"/>
        </identifiers>
        <balance>290.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>1212.70000000</valUSD>
        <pctVal>0.002427134669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <othDeriv derivCat="OTH" othDesc="CELLNEX TELECOM SA - RTS">
            <counterparties>
              <counterpartyName>CELLNEX TELECOM SA - RTS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <terminationDt>2020-08-11</terminationDt>
            <notionalAmts>
              <notionalAmt amt="0.00000000" curCd="EUR"/>
            </notionalAmts>
            <delta>XXXX</delta>
            <unrealizedAppr>1212.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON H. SOUL PATTINSON AND COMPANY LIMITED</name>
        <lei>549300G2Q3P6ZVNC1465</lei>
        <title>WASHINGTON H. SOUL PATTINSON COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SOL3"/>
        </identifiers>
        <balance>1240.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17319.67000000</valUSD>
        <pctVal>0.034664114387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCA-COLA AMATIL LIMITED</name>
        <lei>JOR7RJTXUXBRJ4UA5G70</lei>
        <title>COCA-COLA AMATIL LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CCL2"/>
        </identifiers>
        <balance>2740.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16013.09000000</valUSD>
        <pctVal>0.032049085430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROFINS SCIENTIFIC SE</name>
        <lei>529900JEHFM47DYY3S57</lei>
        <title>EUROFINS SCIENTIFIC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000038259"/>
        </identifiers>
        <balance>20.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>12999.89000000</valUSD>
        <pctVal>0.026018375291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WASTE CONNECTIONS, INC.</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>WASTE CONNECTIONS INC COMMON STOCK</title>
        <cusip>94106B101</cusip>
        <identifiers>
          <isin value="CA94106B1013"/>
        </identifiers>
        <balance>790.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>80742.84000000</valUSD>
        <pctVal>0.161601176101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNCORP GROUP LIMITED</name>
        <lei>549300BVOKRTHDIWVT46</lei>
        <title>SUNCORP GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SUN6"/>
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        <balance>0.14400000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>0.88000000</valUSD>
        <pctVal>0.000001761258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BANK ACCEPT FUTR  JUN22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BAXM2"/>
        </identifiers>
        <balance>35.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>6494643.34000000</valUSD>
        <pctVal>12.99857674199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>BANK ACCEPT FUTR  JUN22</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>Bank Acceptance Future Jun 2022</issueTitle>
                <identifiers>
                  <ticker value="BAXM22"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2022-06-16</expDate>
            <notionalAmt>6413162.61000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>81480.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGU0"/>
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        <balance>-1.00000000</balance>
        <units>NC</units>
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        <valUSD>-181362.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>LONG GILT FUTURE  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
                <issueTitle>U.K. Long Gilt Future Sep 2020</issueTitle>
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                  <isin value="GB00B24FF097"/>
                  <ticker value="GRU0"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-10-01</expDate>
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            <unrealizedAppr>-0.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EVOLUTION MINING LIMITED</name>
        <lei>254900BCFW5QO5LW8F27</lei>
        <title>EVOLUTION MINING LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000EVN4"/>
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        <balance>3900.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16439.47000000</valUSD>
        <pctVal>0.032902455332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SARTORIUS STEDIM BIOTECH S.A.</name>
        <lei>52990006IVXY7GCSSR39</lei>
        <title>SARTORIUS STEDIM BIOTECH COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013154002"/>
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        <balance>60.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18658.78000000</valUSD>
        <pctVal>0.037344249875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66104.00000000</valUSD>
        <pctVal>0.132302556425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fresenius Medical Care AG &amp; Co. KGaA</name>
        <lei>549300CP8NY40UP89Q40</lei>
        <title>FRESENIUS MEDICAL CARE AG &amp; COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005785802"/>
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        <balance>190.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>16700.79000000</valUSD>
        <pctVal>0.033425469129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE CLOROX COMPANY</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>CLOROX COMPANY COMMON STOCK</title>
        <cusip>189054109</cusip>
        <identifiers>
          <isin value="US1890541097"/>
        </identifiers>
        <balance>280.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66222.80000000</valUSD>
        <pctVal>0.132540326359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental Aktiengesellschaft</name>
        <lei>529900A7YD9C0LLXM621</lei>
        <title>CONTINENTAL AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005439004"/>
        </identifiers>
        <balance>-140.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-13615.26000000</valUSD>
        <pctVal>-0.02724999552</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TARGET CORPORATION</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP COMMON STOCK</title>
        <cusip>87612E106</cusip>
        <identifiers>
          <isin value="US87612E1064"/>
        </identifiers>
        <balance>490.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61681.20000000</valUSD>
        <pctVal>0.123450629967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER PIPELINE LTD.</name>
        <lei>QQTTPMZD0WKQL0H5S472</lei>
        <title>INTER PIPELINE LTD COMMON STOCK</title>
        <cusip>45833V109</cusip>
        <identifiers>
          <isin value="CA45833V1094"/>
        </identifiers>
        <balance>-4070.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-38133.94000000</valUSD>
        <pctVal>-0.07632242751</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="LU1598757687"/>
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        <balance>-1150.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-12652.40000000</valUSD>
        <pctVal>-0.02532289823</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEBJET LIMITED</name>
        <lei>21380064YZG4XMO4CW38</lei>
        <title>WEBJET LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000WEB7"/>
        </identifiers>
        <balance>-4420.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-8936.76000000</valUSD>
        <pctVal>-0.01788630331</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OIL SEARCH LIMITED</name>
        <lei>529900NIUGGGKB5VMO41</lei>
        <title>OIL SEARCH LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PG0008579883"/>
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        <balance>-4690.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-9784.24000000</valUSD>
        <pctVal>-0.01958247556</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Akzo Nobel N.V.</name>
        <lei>724500XYIJUGXAA5QD70</lei>
        <title>AKZO NOBEL N.V. COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0013267909"/>
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        <balance>190.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>17846.70000000</valUSD>
        <pctVal>0.035718928260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Linamar Corporation</name>
        <lei>549300LW6VIYFRMFBU20</lei>
        <title>LINAMAR CORP COMMON STOCK</title>
        <cusip>53278L107</cusip>
        <identifiers>
          <isin value="CA53278L1076"/>
        </identifiers>
        <balance>2550.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>76150.66000000</valUSD>
        <pctVal>0.152410247359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOLLARAMA INC.</name>
        <lei>5493002GJ0NJP1HI0C79</lei>
        <title>DOLLARAMA INC COMMON STOCK</title>
        <cusip>25675T107</cusip>
        <identifiers>
          <isin value="CA25675T1075"/>
        </identifiers>
        <balance>2070.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>75694.20000000</valUSD>
        <pctVal>0.151496674430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEVEN GROUP HOLDINGS LIMITED</name>
        <lei>254900DME8O9GCK94794</lei>
        <title>SEVEN GROUP HOLDINGS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SVW5"/>
        </identifiers>
        <balance>-1210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-14722.15000000</valUSD>
        <pctVal>-0.02946535884</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Boerse Aktiengesellschaft</name>
        <lei>529900G3SW56SHYNPR95</lei>
        <title>DEUTSCHE BOERSE AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005810055"/>
        </identifiers>
        <balance>90.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>16390.04000000</valUSD>
        <pctVal>0.032803524626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYDRO ONE LIMITED</name>
        <lei>5493007QZDXTP1W2VL44</lei>
        <title>HYDRO ONE LTD COMMON STOCK</title>
        <cusip>448811208</cusip>
        <identifiers>
          <isin value="CA4488112083"/>
        </identifiers>
        <balance>3857.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>82182.07000000</valUSD>
        <pctVal>0.164481694804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASX LIMITED</name>
        <lei>N/A</lei>
        <title>ASX LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000ASX7"/>
        </identifiers>
        <balance>270.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>15943.29000000</valUSD>
        <pctVal>0.031909385586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MSCI INC.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMMON STOCK</title>
        <cusip>55354G100</cusip>
        <identifiers>
          <isin value="US55354G1004"/>
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        <balance>170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63916.60000000</valUSD>
        <pctVal>0.127924627526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90-DAY BANK BILL  JUN21 Financial commodity future.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YBAM1"/>
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        <balance>47.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>8041932.54000000</valUSD>
        <pctVal>16.09536841405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90-DAY BANK BILL  JUN21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Bank Bill Jun 2021</issueTitle>
                <identifiers>
                  <ticker value="IRM21"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2021-06-11</expDate>
            <notionalAmt>7517039.77000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>524892.77000000</unrealizedAppr>
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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>AUST 10Y BOND FUT SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCU0"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>1708430.04000000</valUSD>
        <pctVal>3.419303850991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>AUST 10Y BOND FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Australia Govt. Bond Futures</issuerName>
                <issueTitle>AUST 10Y BOND (consolidated) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="XTU0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>1708504.43000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-74.39000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sun Life Financial Inc.</name>
        <lei>549300V040JZX5S66Z78</lei>
        <title>SUN LIFE FINANCIAL INC COMMON STOCK</title>
        <cusip>866796105</cusip>
        <identifiers>
          <isin value="CA8667961053"/>
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        <balance>2050.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>79906.30000000</valUSD>
        <pctVal>0.159926899499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELECTRONIC ARTS INC.</name>
        <lei>549300O7A67PUEYKDL45</lei>
        <title>ELECTRONIC ARTS INC COMMON STOCK</title>
        <cusip>285512109</cusip>
        <identifiers>
          <isin value="US2855121099"/>
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        <balance>470.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66561.40000000</valUSD>
        <pctVal>0.133218010699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000130809"/>
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        <balance>-680.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-10400.29000000</valUSD>
        <pctVal>-0.02081545677</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stantec Inc.</name>
        <lei>549300MZ7NGUZDCP2T16</lei>
        <title>STANTEC INC COMMON STOCK</title>
        <cusip>85472N109</cusip>
        <identifiers>
          <isin value="CA85472N1096"/>
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        <balance>2481.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>79850.62000000</valUSD>
        <pctVal>0.159815459853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EBAY INC.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC COMMON STOCK</title>
        <cusip>278642103</cusip>
        <identifiers>
          <isin value="US2786421030"/>
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        <balance>1270.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70205.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlackRock Liquidity Funds: T-Fund; Institutional Shares</name>
        <lei>N/A</lei>
        <title>BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO</title>
        <cusip>09248U718</cusip>
        <identifiers>
          <isin value="US09248U7182"/>
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        <balance>1094094.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094094.08000000</valUSD>
        <pctVal>2.189753173089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TYLER TECHNOLOGIES, INC.</name>
        <lei>N/A</lei>
        <title>TYLER TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>902252105</cusip>
        <identifiers>
          <isin value="US9022521051"/>
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        <balance>150.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53587.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franco-Nevada Corporation</name>
        <lei>N/A</lei>
        <title>FRANCO-NEVADA CORP COMMON STOCK</title>
        <cusip>351858105</cusip>
        <identifiers>
          <isin value="CA3518581051"/>
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        <balance>560.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>89511.37000000</valUSD>
        <pctVal>0.179150778774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Siemens Gamesa Renewable Energy, S.A.</name>
        <lei>9598004BR8D81D3M1D64</lei>
        <title>SIEMENS GAMESA RENEWABLE ENE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0143416115"/>
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        <balance>970.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>22709.47000000</valUSD>
        <pctVal>0.045451424060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENI S.P.A.</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>ENI SPA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003132476"/>
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        <balance>-1410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-12524.95000000</valUSD>
        <pctVal>-0.02506781592</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTOS LIMITED</name>
        <lei>5299000RK70B5O2M7077</lei>
        <title>SANTOS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000STO6"/>
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        <balance>-3410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-12839.15000000</valUSD>
        <pctVal>-0.02569666536</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAFRAN SA</name>
        <lei>969500UIC89GT3UL7L24</lei>
        <title>SAFRAN SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000073272"/>
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        <balance>-110.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-11589.18000000</valUSD>
        <pctVal>-0.02319493738</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC COMMON STOCK</title>
        <cusip>G6095L109</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
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        <balance>-600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-46650.00000000</valUSD>
        <pctVal>-0.09336672905</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SQUARE, INC.</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>SQUARE INC - A COMMON STOCK</title>
        <cusip>852234103</cusip>
        <identifiers>
          <isin value="US8522341036"/>
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        <balance>-450.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-58432.50000000</valUSD>
        <pctVal>-0.11694858296</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  JUN22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDM2"/>
        </identifiers>
        <balance>26.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6489925.00000000</valUSD>
        <pctVal>12.98913331279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>90DAY EURO$ FUTR  JUN22</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>3M -- 90 Day EuroDollar Future (Consolidated) Jun 2022</issueTitle>
                <identifiers>
                  <ticker value="EVM22"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2022-06-16</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MGM RESORTS INTERNATIONAL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM RESORTS INTERNATIONAL COMMON STOCK</title>
        <cusip>552953101</cusip>
        <identifiers>
          <isin value="US5529531015"/>
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        <balance>-2250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-36202.50000000</valUSD>
        <pctVal>-0.07245678474</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALNYLAM PHARMACEUTICALS, INC.</name>
        <lei>529900S3ZI14OWRJII50</lei>
        <title>ALNYLAM PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>02043Q107</cusip>
        <identifiers>
          <isin value="US02043Q1076"/>
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        <balance>420.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61219.20000000</valUSD>
        <pctVal>0.122525969114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ILIAD SA</name>
        <lei>969500FZ9BTRZS3JNB97</lei>
        <title>ILIAD SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0004035913"/>
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        <balance>90.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>17641.03000000</valUSD>
        <pctVal>0.035307294066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMUNDI SA</name>
        <lei>96950010FL2T1TJKR531</lei>
        <title>AMUNDI SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0004125920"/>
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        <balance>210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>15905.91000000</valUSD>
        <pctVal>0.031834572117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUU0"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3535750.00000000</valUSD>
        <pctVal>7.076557604397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>US 2YR NOTE (CBT) SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 2-YEAR NOTE (Globex) Sep 2020</issueTitle>
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                  <isin value="US9128286Y11"/>
                  <ticker value="ZTU0"/>
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            <expDate>2020-10-03</expDate>
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            <unrealizedAppr>2829.08000000</unrealizedAppr>
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        <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>90-DAY BANK BILL  Mar20 Financial commodity future.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YBAH1"/>
        </identifiers>
        <balance>49.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>8738872.56000000</valUSD>
        <pctVal>17.49024537038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90-DAY BANK BILL  Mar20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Bank Bill Mar 2021</issueTitle>
                <identifiers>
                  <ticker value="IRH1"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-13</expDate>
            <notionalAmt>8161707.62000000</notionalAmt>
            <curCd>AUD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIMON PROPERTY GROUP, INC.</name>
        <lei>529900GQL5X8H7AO3T64</lei>
        <title>SIMON PROPERTY GROUP INC REIT</title>
        <cusip>828806109</cusip>
        <identifiers>
          <isin value="US8288061091"/>
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        <balance>-550.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-34292.50000000</valUSD>
        <pctVal>-0.06863405264</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EURO$ FUTR  DEC21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="EDZ1"/>
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        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5740512.50000000</valUSD>
        <pctVal>11.48923633882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <counterparties>
              <counterpartyName>90DAY EURO$ FUTR  DEC21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>3M -- 90 Day EuroDollar Future (Consolidated) Dec 2021</issueTitle>
                <identifiers>
                  <ticker value="EVZ21"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-16</expDate>
            <notionalAmt>5732157.96000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8354.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE J. M. SMUCKER COMPANY</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54675.00000000</valUSD>
        <pctVal>0.109428208165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LES ALIMENTS MAPLE LEAF INC.</name>
        <lei>549300LX07S5J8F76F37</lei>
        <title>MAPLE LEAF FOODS INC COMMON STOCK</title>
        <cusip>564905107</cusip>
        <identifiers>
          <isin value="CA5649051078"/>
        </identifiers>
        <balance>4000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>87976.41000000</valUSD>
        <pctVal>0.176078663138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METRO AG</name>
        <lei>5299006EQ03K3SSUYS12</lei>
        <title>METRO AG COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000BFB0019"/>
        </identifiers>
        <balance>-1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-14610.39000000</valUSD>
        <pctVal>-0.02924167898</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SGX NIFTY 50      AUG20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SINQ0"/>
        </identifiers>
        <balance>48.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1066032.00000000</valUSD>
        <pctVal>2.133588872553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SGX NIFTY 50      AUG20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX CNX NIFTY ETS Aug 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-30</expDate>
            <notionalAmt>1084721.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18689.60000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHORUS LIMITED</name>
        <lei>R7NJHU48LTCIOB9BVU57</lei>
        <title>CHORUS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZCNUE0001S2"/>
        </identifiers>
        <balance>3410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16785.91000000</valUSD>
        <pctVal>0.033595830886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Ahold Delhaize N.V.</name>
        <lei>724500C9GNBV20UYRX36</lei>
        <title>KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0011794037"/>
        </identifiers>
        <balance>650.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>18735.94000000</valUSD>
        <pctVal>0.037498680246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRICKWORKS LTD</name>
        <lei>N/A</lei>
        <title>BRICKWORKS LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000BKW4"/>
        </identifiers>
        <balance>1520.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17733.77000000</valUSD>
        <pctVal>0.035492906723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDEAVOUR MINING CORPORATION</name>
        <lei>529900R1F0JCJDI3A443</lei>
        <title>ENDEAVOUR MINING CORP COMMON STOCK</title>
        <cusip>G3040R158</cusip>
        <identifiers>
          <isin value="KYG3040R1589"/>
        </identifiers>
        <balance>3310.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>89184.29000000</valUSD>
        <pctVal>0.178496150913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY STERLING FU JUN22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSSM2"/>
        </identifiers>
        <balance>45.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76394000"/>
        <valUSD>7365352.62000000</valUSD>
        <pctVal>14.74124078120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>90DAY STERLING FU JUN22</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Sterling Future Jun 2022</issueTitle>
                <identifiers>
                  <ticker value="LM22"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-18</expDate>
            <notionalAmt>7073420.14000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>291932.48000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECN CAPITAL CORP.</name>
        <lei>549300E2G773NN59KY61</lei>
        <title>ECN CAPITAL CORP COMMON STOCK</title>
        <cusip>26829L107</cusip>
        <identifiers>
          <isin value="CA26829L1076"/>
        </identifiers>
        <balance>-21040.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-74141.48000000</valUSD>
        <pctVal>-0.14838901339</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TPG TELECOM LIMITED</name>
        <lei>N/A</lei>
        <title>TPG TELECOM LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000090128"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17232.51000000</valUSD>
        <pctVal>0.034489669711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SWEDISH KRONA FUT SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SEKAU0"/>
        </identifiers>
        <balance>-34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7752680.00000000</valUSD>
        <pctVal>-15.5164495816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>SWEDISH KRONA FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>US Dollar Swedish Krona Cross Rate Composite Currency Future Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="SEKAU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>-7602171.32000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-150508.68000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XEROX HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>XEROX HOLDINGS CORP COMMON STOCK</title>
        <cusip>98421M106</cusip>
        <identifiers>
          <isin value="US98421M1062"/>
        </identifiers>
        <balance>-2000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-33300.00000000</valUSD>
        <pctVal>-0.06664763295</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTU0"/>
        </identifiers>
        <balance>23.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>1923026.49000000</valUSD>
        <pctVal>3.848803713856</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>AUST 3YR BOND FUT SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Australia Govt. Bond Futures</issuerName>
                <issueTitle>AUST 3YR BOND FUT (consolidated) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="YTU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-18</expDate>
            <notionalAmt>1856764.26000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>66262.23000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  AUG20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SSGQ0"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.37400000"/>
        <valUSD>-626965.07000000</valUSD>
        <pctVal>-1.25482696282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>MSCI SING IX ETS  AUG20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI SING IX ETS Aug 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-08-31</expDate>
            <notionalAmt>-639760.36000000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>12795.29000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INCYTE CORPORATION</name>
        <lei>549300Z4WN6JVZ3T4680</lei>
        <title>INCYTE CORP COMMON STOCK</title>
        <cusip>45337C102</cusip>
        <identifiers>
          <isin value="US45337C1027"/>
        </identifiers>
        <balance>580.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57280.80000000</valUSD>
        <pctVal>0.114643535551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP RE LIMITED</name>
        <lei>549300MS6NZV0B7K7D28</lei>
        <title>SHOPPING CENTRES AUSTRALASIA REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SCP9"/>
        </identifiers>
        <balance>10930.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16867.28000000</valUSD>
        <pctVal>0.033758687279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL POWER CORPORATION</name>
        <lei>549300QRKTEXGXYVPO80</lei>
        <title>CAPITAL POWER CORP COMMON STOCK</title>
        <cusip>14042M102</cusip>
        <identifiers>
          <isin value="CA14042M1023"/>
        </identifiers>
        <balance>-2870.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-60701.86000000</valUSD>
        <pctVal>-0.12149054910</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA COMMUNICATIONS CORP REIT</title>
        <cusip>78410G104</cusip>
        <identifiers>
          <isin value="US78410G1040"/>
        </identifiers>
        <balance>180.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56077.20000000</valUSD>
        <pctVal>0.112234613898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BANK ACCEPT FUTR  DEC21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BAXZ1"/>
        </identifiers>
        <balance>33.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>6125368.61000000</valUSD>
        <pctVal>12.25949906436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>BANK ACCEPT FUTR  DEC21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>Bank Acceptance Future Dec 2021</issueTitle>
                <identifiers>
                  <ticker value="BAXZ21"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-12-16</expDate>
            <notionalAmt>5969368.88000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>155999.73000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCHLEAR LIMITED</name>
        <lei>5493001OLLWY8KV5UC08</lei>
        <title>COCHLEAR LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000COH5"/>
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        <balance>120.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16308.30000000</valUSD>
        <pctVal>0.032639927704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Daimler AG</name>
        <lei>529900R27DL06UVNT076</lei>
        <title>DAIMLER AG-REGISTERED SHARES COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0007100000"/>
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        <balance>-300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-13216.64000000</valUSD>
        <pctVal>-0.02645218533</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Grifols, S.A.</name>
        <lei>959800HSSNXWRKBK4N60</lei>
        <title>GRIFOLS SA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0171996087"/>
        </identifiers>
        <balance>520.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>15129.63000000</valUSD>
        <pctVal>0.030280901712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Domino's Pizza Enterprises Ltd</name>
        <lei>54930034RFI409JZ3179</lei>
        <title>DOMINO'S PIZZA ENTERPRISES L COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000DMP0"/>
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        <balance>380.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>20068.59000000</valUSD>
        <pctVal>0.040165886494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FISHER &amp; PAYKEL HEALTHCARE CORPORATION LIMITED</name>
        <lei>N/A</lei>
        <title>FISHER &amp; PAYKEL HEALTHCARE C COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZFAPE0001S2"/>
        </identifiers>
        <balance>870.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>20555.34000000</valUSD>
        <pctVal>0.041140082751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MINES AGNICO EAGLE LIMITEE</name>
        <lei>YGE0EUBRF7IJOB3QRX76</lei>
        <title>AGNICO EAGLE MINES LTD COMMON STOCK</title>
        <cusip>008474108</cusip>
        <identifiers>
          <isin value="CA0084741085"/>
        </identifiers>
        <balance>1210.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>96089.96000000</valUSD>
        <pctVal>0.192317368915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DARDEN RESTAURANTS, INC.</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>DARDEN RESTAURANTS INC COMMON STOCK</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
        </identifiers>
        <balance>-630.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-47817.00000000</valUSD>
        <pctVal>-0.09570239835</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norbord Inc.</name>
        <lei>549300VL705RQ5PHI407</lei>
        <title>NORBORD INC COMMON STOCK</title>
        <cusip>65548P403</cusip>
        <identifiers>
          <isin value="CA65548P4033"/>
        </identifiers>
        <balance>-2000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-65041.62000000</valUSD>
        <pctVal>-0.13017627677</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Just Eat Takeaway.com N.V.</name>
        <lei>724500FVZIBSSQ7SHI95</lei>
        <title>JUST EAT TAKEAWAY COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0012015705"/>
        </identifiers>
        <balance>140.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>15132.46000000</valUSD>
        <pctVal>0.030286565760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEATTLE GENETICS, INC.</name>
        <lei>N/A</lei>
        <title>SEATTLE GENETICS INC COMMON STOCK</title>
        <cusip>812578102</cusip>
        <identifiers>
          <isin value="US8125781026"/>
        </identifiers>
        <balance>360.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59857.20000000</valUSD>
        <pctVal>0.119800020883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN INTERNATIONAL GROUP, INC.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP COMMON STOCK</title>
        <cusip>026874784</cusip>
        <identifiers>
          <isin value="US0268747849"/>
        </identifiers>
        <balance>-1560.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50138.40000000</valUSD>
        <pctVal>-0.10034851892</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUDUSD CRNCY FUT  SEP20 CURRENCY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ADU0"/>
        </identifiers>
        <balance>-76.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5431720.00000000</valUSD>
        <pctVal>-10.8712096361</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>AUDUSD CRNCY FUT  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Currency Futures</issuerName>
                <issueTitle>AUD/USD Future (Consolidated) (IMM) Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="ADU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-17</expDate>
            <notionalAmt>-5403046.08000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28673.92000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RITCHIE BROS. AUCTIONEERS INCORPORATED</name>
        <lei>5493002H8U24DJXQ4886</lei>
        <title>RITCHIE BROS AUCTIONEERS COMMON STOCK</title>
        <cusip>767744105</cusip>
        <identifiers>
          <isin value="CA7677441056"/>
        </identifiers>
        <balance>1745.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>80680.76000000</valUSD>
        <pctVal>0.161476927301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reliance Worldwide Corporation Ltd</name>
        <lei>52990084PQSDDJ8F5447</lei>
        <title>RELIANCE WORLDWIDE CORP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RWC7"/>
        </identifiers>
        <balance>-6290.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-12043.61000000</valUSD>
        <pctVal>-0.02410444740</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NIKKEI 225  (OSE) SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JNIU0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.85500000"/>
        <valUSD>205564.22000000</valUSD>
        <pctVal>0.411422482990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>NIKKEI 225  (OSE) SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NIKKEI 225  (OSE) Sep 2020</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-13</expDate>
            <notionalAmt>214239.80000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-8675.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSAL HEALTH SERVICES, INC.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES-B COMMON STOCK</title>
        <cusip>913903100</cusip>
        <identifiers>
          <isin value="US9139031002"/>
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        <balance>-620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-68138.00000000</valUSD>
        <pctVal>-0.13637346589</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES HOLDINGS, INC.</name>
        <lei>98450079DA0B78DD6764</lei>
        <title>UNITED AIRLINES HOLDINGS INC COMMON STOCK</title>
        <cusip>910047109</cusip>
        <identifiers>
          <isin value="US9100471096"/>
        </identifiers>
        <balance>-1130.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-35459.40000000</valUSD>
        <pctVal>-0.07096952180</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE FINANCIERE IGM INC.</name>
        <lei>254900RYHLVJNTUFDA95</lei>
        <title>IGM FINANCIAL INC COMMON STOCK</title>
        <cusip>449586106</cusip>
        <identifiers>
          <isin value="CA4495861060"/>
        </identifiers>
        <balance>3030.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>74491.69000000</valUSD>
        <pctVal>0.149089934337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90-DAY BANK BILL  SEP21 Financial commodity future.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YBAU1"/>
        </identifiers>
        <balance>47.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>8379665.32000000</valUSD>
        <pctVal>16.77131707347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>90-DAY BANK BILL  SEP21</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>90 Day Bank Bill Sep 2021</issueTitle>
                <identifiers>
                  <ticker value="IRU21"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-09-11</expDate>
            <notionalAmt>7677701.34000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>701963.98000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enghouse Systems Limited</name>
        <lei>549300LKRHABBMOTY018</lei>
        <title>ENGHOUSE SYSTEMS LTD COMMON STOCK</title>
        <cusip>292949104</cusip>
        <identifiers>
          <isin value="CA2929491041"/>
        </identifiers>
        <balance>1620.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>91809.47000000</valUSD>
        <pctVal>0.183750266021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST</name>
        <lei>N/A</lei>
        <title>CHOICE PROPERTIES REIT REIT</title>
        <cusip>17039A106</cusip>
        <identifiers>
          <isin value="CA17039A1066"/>
        </identifiers>
        <balance>7780.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>73649.93000000</valUSD>
        <pctVal>0.147405210267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBMU0"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>2230289.89000000</valUSD>
        <pctVal>4.463770029297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-BOBL FUTURE  SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-BOBL Future Sep 2020</issueTitle>
                <identifiers>
                  <isin value="DE0001141810"/>
                  <ticker value="FGBMU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-11</expDate>
            <notionalAmt>2227124.99000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>3164.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METRO INC.</name>
        <lei>549300KQ7DCG4IXSNW78</lei>
        <title>METRO INC/CN COMMON STOCK</title>
        <cusip>59162N109</cusip>
        <identifiers>
          <isin value="CA59162N1096"/>
        </identifiers>
        <balance>1835.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>80499.16000000</valUSD>
        <pctVal>0.161113467537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYU0"/>
        </identifiers>
        <balance>325.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45525390.63000000</valUSD>
        <pctVal>91.11590164912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>US 10YR NOTE (CBT)SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 10 Year Treasury Note Future (consolidated) Sep 2020</issueTitle>
                <identifiers>
                  <isin value="US912828X885"/>
                  <ticker value="TZU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-24</expDate>
            <notionalAmt>45447889.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>77500.73000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COCA-COLA EUROPEAN PARTNERS PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPEAN PARTNERS COMMON STOCK</title>
        <cusip>G25839104</cusip>
        <identifiers>
          <isin value="GB00BDCPN049"/>
        </identifiers>
        <balance>-380.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-15644.60000000</valUSD>
        <pctVal>-0.03131157833</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boardwalk Real Estate Investment Trust</name>
        <lei>N/A</lei>
        <title>BOARDWALK REAL ESTATE INVEST REIT</title>
        <cusip>096631106</cusip>
        <identifiers>
          <isin value="CA0966311064"/>
        </identifiers>
        <balance>-1980.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>-45277.84000000</valUSD>
        <pctVal>-0.09062044628</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE STAR ENTERTAINMENT GROUP LIMITED</name>
        <lei>N/A</lei>
        <title>STAR ENTERTAINMENT GRP LTD/T COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SGR6"/>
        </identifiers>
        <balance>-6050.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-11022.16000000</valUSD>
        <pctVal>-0.02206008630</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STOCKLAND CORPORATION LTD</name>
        <lei>N/A</lei>
        <title>STOCKLAND REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SGP0"/>
        </identifiers>
        <balance>-4930.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-11235.93000000</valUSD>
        <pctVal>-0.02248793208</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORPORATION CAMECO</name>
        <lei>N4BHALMXL3GMZKCUON55</lei>
        <title>CAMECO CORP COMMON STOCK</title>
        <cusip>13321L108</cusip>
        <identifiers>
          <isin value="CA13321L1085"/>
        </identifiers>
        <balance>6941.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945000"/>
        <valUSD>70578.54000000</valUSD>
        <pctVal>0.141258036892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STEADFAST GROUP LTD</name>
        <lei>N/A</lei>
        <title>STEADFAST GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SDF8"/>
        </identifiers>
        <balance>7350.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>17591.52000000</valUSD>
        <pctVal>0.035208203246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA</name>
        <lei>549300SOSI58J6VIW052</lei>
        <title>MICHELIN (CGDE) COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121261"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>15609.06000000</valUSD>
        <pctVal>0.031240447497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FOATU0"/>
        </identifiers>
        <balance>18.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>3578033.52000000</valUSD>
        <pctVal>7.161185127552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>EURO-OAT FUTURE   SEP20</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Sep 2020</issueTitle>
                <identifiers>
                  <isin value="FR0013407236"/>
                  <ticker value="FOATU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-11</expDate>
            <notionalAmt>3379612.81000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>198420.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARKETAXESS HOLDINGS INC.</name>
        <lei>5493002U1CA1XJOVID83</lei>
        <title>MARKETAXESS HOLDINGS INC COMMON STOCK</title>
        <cusip>57060D108</cusip>
        <identifiers>
          <isin value="US57060D1081"/>
        </identifiers>
        <balance>110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56837.00000000</valUSD>
        <pctVal>0.113755300731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON, DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO COMMON STOCK</title>
        <cusip>075887109</cusip>
        <identifiers>
          <isin value="US0758871091"/>
        </identifiers>
        <balance>240.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67521.60000000</valUSD>
        <pctVal>0.135139784187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>A2 Milk Company Ltd</name>
        <lei>529900PVC9CV0KFA2U62</lei>
        <title>A2 MILK CO LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZATME0002S8"/>
        </identifiers>
        <balance>1400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>19294.41000000</valUSD>
        <pctVal>0.038616419092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED EDISON, INC.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>CONSOLIDATED EDISON INC COMMON STOCK</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
        </identifiers>
        <balance>780.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59927.40000000</valUSD>
        <pctVal>0.119940521298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHALLENGER LIMITED</name>
        <lei>529900ACCCAOHJ2V3169</lei>
        <title>CHALLENGER LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CGF5"/>
        </identifiers>
        <balance>-3990.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-12371.83000000</valUSD>
        <pctVal>-0.02476135690</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGL ENERGY LIMITED</name>
        <lei>549300QAZ8A74DEDXO80</lei>
        <title>AGL ENERGY LTD COMMON STOCK</title>
        <cusip>Q01630195</cusip>
        <identifiers>
          <isin value="AU000000AGL7"/>
        </identifiers>
        <balance>1410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>16742.54000000</valUSD>
        <pctVal>0.033509028849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEGON N.V.</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
        <title>AEGON NV COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000303709"/>
        </identifiers>
        <balance>-3820.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>-11276.45000000</valUSD>
        <pctVal>-0.02256903004</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pendal Group Ltd</name>
        <lei>254900CCBELY442C2M10</lei>
        <title>PENDAL GROUP LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000009789"/>
        </identifiers>
        <balance>-3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>-14137.52000000</valUSD>
        <pctVal>-0.02829526257</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altium Ltd</name>
        <lei>5299003MG7UFQSIFH576</lei>
        <title>ALTIUM LTD COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000ALU8"/>
        </identifiers>
        <balance>650.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39968000"/>
        <valUSD>15255.27000000</valUSD>
        <pctVal>0.030532361429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ESSILORLUXOTTICA SA</name>
        <lei>549300M3VH1A3ER1TB49</lei>
        <title>ESSILORLUXOTTICA COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000121667"/>
        </identifiers>
        <balance>120.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893000"/>
        <valUSD>15859.96000000</valUSD>
        <pctVal>0.031742606389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-07-31</ncom:dateSigned>
      <ncom:nameOfApplicant>THE ADVISORS' INNER CIRCLE III</ncom:nameOfApplicant>
      <ncom:signature>Stephen Connors</ncom:signature>
      <ncom:signerName>Stephen Connors</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
